# EDGAR Filing Document

**Accession Number:** 0000809707
**File Stem:** 0001752724-23-067936
**Filing Date:** 2023-3
**Character Count:** 4991739
**Document Hash:** fbc313b2f30a9f4a64cfe5013d3f8108
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067936.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067936

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Franklin Investors Securities Trust
- **CENTRAL INDEX KEY:** 0000809707
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04986
- **FILM NUMBER:** 23764140

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2600301433.12

**Total Liabilities:** $14356240.55

**Net Assets:** $2585945192.57

**Cash Not Reported:** $5329925.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -15283.51000000 | **1-Year:** -172724.12000000 | **5-Year:** -107712.29000000 | **10-Year:** -119290.81000000 | **30-Year:** -39401.99000000

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

- **3-Month:** 3498.66000000 | **1-Year:** -85356.18000000 | **5-Year:** 14140.72000000 | **10-Year:** 9200.49000000 | **30-Year:** -19.09000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120960 | 1.18%                | 0.39%                | 1.06%                |
| Class ID C000215060 | 1.19%                | 0.29%                | 1.06%                |
| Class ID C000018523 | 1.21%                | 0.42%                | 1.08%                |
| Class ID C000064444 | 1.22%                | 0.44%                | 1.10%                |
| Class ID C000128881 | 1.23%                | 0.45%                | 1.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6879544.40             | $38170265.32                               |
| Month 2  | $-1216124.39             | $7072928.80                                |
| Month 3  | $-1948612.77             | $26441714.23                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                               | Title                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2004-A1, Class 5A1                              | CUSIP: 466247BT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18320 | PA      | $17974.76     | 0.00%             | 2034-02-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14059320.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22889 | PA      | $23032.75     | 0.00%             | 2027-04-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5147504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4114 | PA      | $3498.29      | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188581186.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18935 | PA      | $18514.51     | 0.00%             | 2025-04-21      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991828506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        196 | PA      | $146.28       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6164186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2902 | PA      | $2766.05      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX 2021-LBA3 Mortgage Trust                                                        | BX Mortgage Trust, Series 2021-PAC, Class A                                        | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7517000 | PA      | $7321738.41   | 0.28%             | 2036-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2618539.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5484 | PA      | $5432.24      | 0.00%             | 2027-02-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15526033.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19468 | PA      | $19598.83     | 0.00%             | 2027-08-14      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31379MDU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37119 | PA      | $36808.56     | 0.00%             | 2038-05-01      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14325259.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22535 | PA      | $22798.75     | 0.00%             | 2026-06-24      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13836108.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36280 | PA      | $36720.94     | 0.00%             | 2027-05-31      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096414.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6036 | PA      | $5980.37      | 0.00%             | 2027-04-22      | Fixed         | 14.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6043865.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6465 | PA      | $6203.71      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4271659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        970 | PA      | $56.45        | 0.00%             | 2032-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5727427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        918 | PA      | $892.47       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                        | Prosper Pass-Thru Trust III, Series 2020-PT2, Class A                              | CUSIP: 74360NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     402326 | PA      | $388943.14    | 0.02%             | 2026-04-15      | Variable      | 18.34%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296980.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1348 | PA      | $1335.81      | 0.00%             | 2026-12-22      | Fixed         | 33.56%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11877626.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35582 | PA      | $35980.95     | 0.00%             | 2027-04-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12418924.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8643 | PA      | $8733.84      | 0.00%             | 2025-03-15      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991854322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        144 | PA      | $146.78       | 0.00%             | 2024-02-14      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5414116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18139 | PA      | $6194.04      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295412.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17313 | PA      | $1205.55      | 0.00%             | 2026-12-21      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435422.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8481 | PA      | $4329.70      | 0.00%             | 2027-01-14      | Fixed         | 8.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5177249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         38 | PA      | $37.52        | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13945124.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20852 | PA      | $2623.36      | 0.00%             | 2027-06-17      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2826 | PA      | $2647.94      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12410099.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13326 | PA      | $13517.52     | 0.00%             | 2026-03-15      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5848801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3932 | PA      | $3764.55      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15841 | PA      | $15018.13     | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6351454.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8870 | PA      | $8309.94      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991883759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1101 | PA      | $1113.18      | 0.00%             | 2025-02-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094100.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13938 | PA      | $3792.07      | 0.00%             | 2027-09-22      | Fixed         | 16.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6181479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2570 | PA      | $2446.39      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Korea Development Bank (The)                                                       | Korea Development Bank (The)                                                       | CUSIP: 500630CU0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    7100000 | PA      | $7089330.69   | 0.27%             | 2023-03-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                  | Wells Fargo & Co.                                                                  | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2950162.14   | 0.11%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12415046.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16685 | PA      | $16702.64     | 0.00%             | 2026-03-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5990243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5180 | PA      | $4941.46      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5943758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1273 | PA      | $1195.63      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14197811.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18201 | PA      | $18018.23     | 0.00%             | 2027-07-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5910420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2209 | PA      | $2130.63      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048823.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9295 | PA      | $9235.00      | 0.00%             | 2026-11-15      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165056556.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8354 | PA      | $8115.22      | 0.00%             | 2025-01-17      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434122.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3540 | PA      | $3490.10      | 0.00%             | 2027-01-14      | Fixed         | 25.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425055.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14145 | PA      | $13931.35     | 0.00%             | 2027-01-13      | Fixed         | 17.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5670931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1171 | PA      | $1140.90      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991821308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         27 | PA      | $27.15        | 0.00%             | 2025-02-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6056540.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1378 | PA      | $1305.88      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5710902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        251 | PA      | $245.95       | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299691.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1429 | PA      | $1412.66      | 0.00%             | 2024-12-22      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435111.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1772 | PA      | $1760.07      | 0.00%             | 2027-01-18      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 147312249.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10759 | PA      | $10512.28     | 0.00%             | 2024-02-18      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13501448.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19831 | PA      | $12769.73     | 0.00%             | 2025-05-20      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432424.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2622 | PA      | $2603.84      | 0.00%             | 2027-01-14      | Fixed         | 32.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5927376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12026 | PA      | $11649.00     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6357416.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2818 | PA      | $2640.44      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7824 | PA      | $7408.81      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438471.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9325 | PA      | $681.61       | 0.00%             | 2027-01-18      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5974867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1586 | PA      | $1336.95      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5838071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        155 | PA      | $152.27       | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2272171.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23222 | PA      | $22034.90     | 0.00%             | 2027-05-21      | Fixed         | 26.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436856.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9880 | PA      | $1420.60      | 0.00%             | 2027-06-18      | Fixed         | 21.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1885846.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20277 | PA      | $20104.61     | 0.00%             | 2026-10-20      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9941 | PA      | $9409.32      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835256.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.03         | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6192723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1671 | PA      | $1284.86      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6158426.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4994 | PA      | $4481.76      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297088.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28403 | PA      | $28264.26     | 0.00%             | 2026-12-22      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438734.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3637 | PA      | $3598.62      | 0.00%             | 2025-01-18      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991963090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1248 | PA      | $1242.79      | 0.00%             | 2025-02-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991964103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        228 | PA      | $229.29       | 0.00%             | 2025-02-13      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15043011.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29190 | PA      | $6416.57      | 0.00%             | 2027-07-12      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1692635.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21343 | PA      | $20377.85     | 0.00%             | 2027-01-20      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 167085834.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11323 | PA      | $10057.09     | 0.00%             | 2025-02-28      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436414.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        644 | PA      | $85.13        | 0.00%             | 2027-11-18      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5954317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3999 | PA      | $3846.17      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991770961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         21 | PA      | $21.15        | 0.00%             | 2025-02-13      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5449929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         26 | PA      | $25.58        | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607049.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1715 | PA      | $1700.08      | 0.00%             | 2027-02-10      | Fixed         | 28.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991821533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         49 | PA      | $49.61        | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6175277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1823 | PA      | $1722.33      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5963735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7114 | PA      | $6515.20      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6190213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2498 | PA      | $2052.07      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 164523947.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         33 | PA      | $32.54        | 0.00%             | 2033-02-15      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1654475.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12184 | PA      | $11715.32     | 0.00%             | 2026-11-10      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615331.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1090 | PA      | $1078.72      | 0.00%             | 2025-02-11      | Fixed         | 10.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611504.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5462 | PA      | $5411.96      | 0.00%             | 2027-07-11      | Fixed         | 16.36%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12399676.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8594 | PA      | $1792.23      | 0.00%             | 2026-01-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298853.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4102 | PA      | $1229.21      | 0.00%             | 2027-05-22      | Fixed         | 33.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6291578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11383 | PA      | $10678.13     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5961920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23922 | PA      | $19284.60     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435136.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8620 | PA      | $8570.75      | 0.00%             | 2027-01-14      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15048537.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22762 | PA      | $22893.47     | 0.00%             | 2026-07-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6140062.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5742 | PA      | $5412.29      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4750892.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        854 | PA      | $803.08       | 0.00%             | 2023-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951791.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7724 | PA      | $7658.65      | 0.00%             | 2027-04-14      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2942546.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28288 | PA      | $8224.85      | 0.00%             | 2027-04-14      | Fixed         | 24.28%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144473095.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2857 | PA      | $2835.08      | 0.00%             | 2023-12-04      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5916181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32890 | PA      | $28965.21     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610518.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27189 | PA      | $26951.84     | 0.00%             | 2027-02-11      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299680.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6005 | PA      | $5926.39      | 0.00%             | 2026-12-22      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991855575.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        174 | PA      | $174.57       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6056380.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5062 | PA      | $4822.69      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2790 | PA      | $2627.66      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294323.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1882 | PA      | $133.79       | 0.00%             | 2026-12-21      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6145011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6670 | PA      | $6325.72      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4868123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        536 | PA      | $119.00       | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5939612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2320 | PA      | $1934.56      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434462.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1694 | PA      | $1678.15      | 0.00%             | 2027-01-14      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188298958.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14229 | PA      | $1722.78      | 0.00%             | 2027-04-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5330339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5104 | PA      | $4808.84      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428454.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6523 | PA      | $6421.03      | 0.00%             | 2027-01-13      | Fixed         | 18.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4875505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1065 | PA      | $356.45       | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603024.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6037 | PA      | $5976.36      | 0.00%             | 2027-02-10      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5835687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2540 | PA      | $2449.88      | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 167601650.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9664 | PA      | $8426.76      | 0.00%             | 2026-02-02      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14301044.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8428 | PA      | $8374.49      | 0.00%             | 2027-06-17      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6183889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27118 | PA      | $25742.99     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1149 | PA      | $1112.39      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951515.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15373 | PA      | $2182.88      | 0.00%             | 2027-04-14      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11695043.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7581 | PA      | $7630.68      | 0.00%             | 2024-12-13      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5563818.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1018 | PA      | $776.73       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293602.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8932 | PA      | $8831.79      | 0.00%             | 2026-12-21      | Fixed         | 17.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432136.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1063 | PA      | $1056.08      | 0.00%             | 2027-01-14      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1755504.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7929 | PA      | $7669.29      | 0.00%             | 2027-04-11      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294851.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1370 | PA      | $1357.44      | 0.00%             | 2024-12-21      | Fixed         | 13.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6244848.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3047 | PA      | $2895.24      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950310.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3170 | PA      | $3133.29      | 0.00%             | 2027-04-14      | Fixed         | 25.62%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S1, Class PT | CUSIP: 21053KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71397 | PA      | $69671.81     | 0.00%             | 2044-04-15      | Variable      | 12.94%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950525.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44288 | PA      | $43886.42     | 0.00%             | 2027-04-14      | Fixed         | 11.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13484281.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23236 | PA      | $23606.86     | 0.00%             | 2027-05-20      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11944817.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16809 | PA      | $3643.34      | 0.00%             | 2027-02-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6062602.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14785 | PA      | $14120.72     | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1287 | PA      | $1193.10      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5840130.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18685 | PA      | $18097.51     | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16847088.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9531 | PA      | $9581.33      | 0.00%             | 2027-09-15      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948807.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2045 | PA      | $147.00       | 0.00%             | 2027-04-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950027.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38123 | PA      | $37778.67     | 0.00%             | 2027-04-14      | Fixed         | 12.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6192538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10826 | PA      | $10281.60     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434966.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8499 | PA      | $8419.00      | 0.00%             | 2027-01-14      | Fixed         | 13.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6354414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      55914 | PA      | $51862.64     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17182654.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30093 | PA      | $30617.85     | 0.00%             | 2027-09-20      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426510.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3422 | PA      | $3400.59      | 0.00%             | 2027-01-13      | Fixed         | 31.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296896.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2480 | PA      | $2458.20      | 0.00%             | 2026-12-22      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5984596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        675 | PA      | $644.75       | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5784284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5640 | PA      | $3888.18      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014086.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6493 | PA      | $5970.09      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5060384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        805 | PA      | $509.70       | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31371MAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14772 | PA      | $14760.13     | 0.00%             | 2035-04-01      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5750954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2348 | PA      | $2290.83      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1712750.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15519 | PA      | $15479.55     | 0.00%             | 2026-09-15      | Fixed         | 31.43%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1658923.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6594 | PA      | $6332.83      | 0.00%             | 2024-11-09      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4179 | PA      | $3932.19      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612923.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4490 | PA      | $4451.30      | 0.00%             | 2027-02-11      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27412 | PA      | $25382.80     | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15584156.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11161 | PA      | $11272.87     | 0.00%             | 2027-09-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991782001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         42 | PA      | $41.28        | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155872968.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5662 | PA      | $5590.20      | 0.00%             | 2024-07-25      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3468 | PA      | $3329.11      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1648879.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12518 | PA      | $12096.25     | 0.00%             | 2026-10-27      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1687257.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8314 | PA      | $7984.32      | 0.00%             | 2024-12-17      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6244975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4235 | PA      | $3751.72      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5975193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4320 | PA      | $4187.85      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6289202.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9280 | PA      | $8709.20      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1752462.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4377 | PA      | $4175.42      | 0.00%             | 2025-04-05      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5219088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2324 | PA      | $1973.22      | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991854406.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.07         | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6145716.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14539 | PA      | $13830.39     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605970.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4176 | PA      | $4132.87      | 0.00%             | 2025-02-10      | Fixed         | 8.23%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142640425.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3482 | PA      | $3421.70      | 0.00%             | 2023-11-16      | Fixed         | 10.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424946.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1913 | PA      | $1886.35      | 0.00%             | 2027-01-13      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949137.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2105 | PA      | $305.58       | 0.00%             | 2027-04-14      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150302648.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6529 | PA      | $6377.29      | 0.00%             | 2024-04-17      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6216442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6160 | PA      | $5779.83      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1407 | PA      | $1324.16      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9490 | PA      | $90.92        | 0.00%             | 2025-02-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8489 | PA      | $8219.22      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        300 | PA      | $310.05       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603660.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7561 | PA      | $7483.13      | 0.00%             | 2027-02-10      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5742221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1293 | PA      | $1252.90      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5383183.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1688 | PA      | $1650.81      | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2286942.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1969 | PA      | $1958.55      | 0.00%             | 2026-12-21      | Fixed         | 22.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5250245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1103 | PA      | $413.35       | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                              | Bank of America Corp.                                                              | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8030982.14   | 0.31%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296625.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3288 | PA      | $3255.02      | 0.00%             | 2024-12-22      | Fixed         | 5.45%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11861145.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17777 | PA      | $17990.38     | 0.00%             | 2027-02-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3709 | PA      | $3419.31      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437526.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4487 | PA      | $4452.40      | 0.00%             | 2027-01-18      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410GE25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17133 | PA      | $17016.31     | 0.00%             | 2037-04-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436576.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2912 | PA      | $2888.52      | 0.00%             | 2025-01-18      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2605911.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3763 | PA      | $3713.26      | 0.00%             | 2025-02-10      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDI                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   13675000 | PA      | $-384127.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                      | Mill City Mortgage Loan Trust, Series 2018-4, Class A1B                            | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5040590 | PA      | $4841610.16   | 0.19%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1742750.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7622 | PA      | $7256.68      | 0.00%             | 2027-04-05      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604860.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4944 | PA      | $4899.32      | 0.00%             | 2027-02-10      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2089645.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8393 | PA      | $8371.14      | 0.00%             | 2026-11-22      | Fixed         | 31.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611366.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4358 | PA      | $4298.47      | 0.00%             | 2027-02-11      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949989.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2858 | PA      | $44.25        | 0.00%             | 2027-04-14      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294827.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1771 | PA      | $1720.37      | 0.00%             | 2026-12-21      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6168927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41757 | PA      | $39582.46     | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6303667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3566 | PA      | $3333.73      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611172.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2556 | PA      | $2530.50      | 0.00%             | 2027-02-11      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423361.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3184 | PA      | $920.75       | 0.00%             | 2027-01-13      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| National Bank of Canada                                                            | National Bank of Canada                                                            | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    6600000 | PA      | $6483824.82   | 0.25%             | 2025-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437284.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1351 | PA      | $1342.84      | 0.00%             | 2027-01-18      | Fixed         | 31.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5884855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5957 | PA      | $5850.52      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6146548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        555 | PA      | $461.39       | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5939538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4344 | PA      | $4163.54      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095271.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15434 | PA      | $14674.79     | 0.00%             | 2026-11-22      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5628623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        736 | PA      | $715.62       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                               | Owens-Brockway Glass Container, Inc.                                               | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     297000 | PA      | $296192.61    | 0.01%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15598006.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28414 | PA      | $28619.01     | 0.00%             | 2027-08-15      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294439.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7059 | PA      | $6991.11      | 0.00%             | 2024-12-21      | Fixed         | 7.72%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 153568662.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1253 | PA      | $1234.64      | 0.00%             | 2024-06-17      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 153814014.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        654 | PA      | $653.45       | 0.00%             | 2023-03-26      | Fixed         | 6.46%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6145203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15770 | PA      | $13923.41     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15744848.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11494 | PA      | $11450.30     | 0.00%             | 2025-08-20      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12420138.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7560 | PA      | $7587.33      | 0.00%             | 2025-03-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5323494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1142 | PA      | $1115.10      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 155164991.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14350 | PA      | $13970.32     | 0.00%             | 2024-07-18      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6015166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46683 | PA      | $44742.91     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1656498.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6095 | PA      | $5885.35      | 0.00%             | 2026-10-28      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5707091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        919 | PA      | $853.58       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15020361.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6881 | PA      | $6882.82      | 0.00%             | 2026-07-20      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         86 | PA      | $86.90        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5251268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4113 | PA      | $3157.37      | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3414237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2276 | PA      | $23.66        | 0.00%             | 2023-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17221012.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24314 | PA      | $24702.91     | 0.00%             | 2027-09-22      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5781865.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        108 | PA      | $105.70       | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6246195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11381 | PA      | $10813.83     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | U.S. Treasury 5 Year Notes                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -402 | NC      | $-385127.26   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1702071.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1072 | PA      | $1039.11      | 0.00%             | 2025-01-22      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296434.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2160 | PA      | $2128.94      | 0.00%             | 2026-12-21      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13542298.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22774 | PA      | $23155.68     | 0.00%             | 2027-05-21      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385Y2D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23140 | PA      | $23454.74     | 0.00%             | 2040-06-01      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5828734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10997 | PA      | $10506.34     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1715428.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4258 | PA      | $4104.88      | 0.00%             | 2027-02-15      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8330 | PA      | $7875.68      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991847036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         28 | PA      | $27.83        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11872292.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12297 | PA      | $12295.87     | 0.00%             | 2027-02-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6045594.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30641 | PA      | $29175.59     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        911 | PA      | $821.90       | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803804.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         52 | PA      | $52.69        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857566.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         26 | PA      | $25.90        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949221.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9315 | PA      | $2382.70      | 0.00%             | 2027-04-14      | Fixed         | 15.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951059.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18003 | PA      | $17873.10     | 0.00%             | 2027-04-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1436 | PA      | $1400.16      | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15033224.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7741 | PA      | $7628.00      | 0.00%             | 2025-07-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150241560.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4618 | PA      | $4505.97      | 0.00%             | 2024-10-21      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047756.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4057 | PA      | $4033.21      | 0.00%             | 2024-11-15      | Fixed         | 18.93%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 168585809.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5597 | PA      | $5016.90      | 0.00%             | 2025-03-24      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1752861.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8870 | PA      | $8571.14      | 0.00%             | 2027-04-06      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17230704.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8039 | PA      | $8158.60      | 0.00%             | 2024-09-23      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991841496.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        131 | PA      | $134.17       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6146248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9884 | PA      | $9374.95      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1660866.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8956 | PA      | $8588.74      | 0.00%             | 2024-11-05      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1887343.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2315 | PA      | $2288.84      | 0.00%             | 2026-10-20      | Fixed         | 17.02%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1673606.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6561 | PA      | $6253.74      | 0.00%             | 2026-12-16      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155970724.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4980 | PA      | $4886.97      | 0.00%             | 2024-07-31      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048800.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2696 | PA      | $2556.16      | 0.00%             | 2026-11-15      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611708.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6320 | PA      | $6260.47      | 0.00%             | 2027-02-11      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812249.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        315 | PA      | $313.49       | 0.00%             | 2025-02-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5564544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2149 | PA      | $898.52       | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715370.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8196 | PA      | $2092.70      | 0.00%             | 2026-09-15      | Fixed         | 14.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427993.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7415 | PA      | $1977.78      | 0.00%             | 2025-01-13      | Fixed         | 7.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256848.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18416 | PA      | $17418.75     | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611293.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4457 | PA      | $4416.04      | 0.00%             | 2027-02-11      | Fixed         | 27.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5661709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1601 | PA      | $1384.44      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15042638.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9398 | PA      | $9280.56      | 0.00%             | 2027-07-12      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14138459.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7370 | PA      | $1726.21      | 0.00%             | 2025-05-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435766.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9651 | PA      | $9579.70      | 0.00%             | 2027-01-18      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298268.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18060 | PA      | $1323.12      | 0.00%             | 2026-12-22      | Fixed         | 8.16%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6356379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1000 | PA      | $932.27       | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1714926.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3294 | PA      | $3262.94      | 0.00%             | 2024-09-15      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3631012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        702 | PA      | $10.97        | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5595469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        419 | PA      | $411.42       | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5702429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3070 | PA      | $3000.02      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1666464.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8295 | PA      | $7899.49      | 0.00%             | 2026-11-09      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6196764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1722 | PA      | $1654.69      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5779587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        969 | PA      | $604.01       | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295741.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        707 | PA      | $700.69       | 0.00%             | 2024-12-21      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4499783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2186 | PA      | $534.27       | 0.00%             | 2033-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1745342.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9504 | PA      | $9084.44      | 0.00%             | 2025-04-20      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614136.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12690 | PA      | $12589.22     | 0.00%             | 2027-07-11      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435944.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3477 | PA      | $3450.88      | 0.00%             | 2027-01-18      | Fixed         | 26.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250307.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6257 | PA      | $5921.49      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4498947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        427 | PA      | $103.29       | 0.00%             | 2033-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607888.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11647 | PA      | $11539.38     | 0.00%             | 2027-02-10      | Fixed         | 27.06%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15869429.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8240 | PA      | $8242.59      | 0.00%             | 2026-07-10      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5790251.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3100 | PA      | $1298.17      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5954949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5750 | PA      | $5551.47      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15747924.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12344 | PA      | $2670.90      | 0.00%             | 2027-08-15      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12232977.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43329 | PA      | $43695.50     | 0.00%             | 2027-03-07      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11798664.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5549 | PA      | $5533.64      | 0.00%             | 2025-01-07      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| AstraZeneca plc                                                                    | AstraZeneca plc                                                                    | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    6300000 | PA      | $5624102.67   | 0.22%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        560 | PA      | $570.03       | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611698.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1255 | PA      | $1244.07      | 0.00%             | 2027-02-11      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298652.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        563 | PA      | $555.40       | 0.00%             | 2026-12-22      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15750146.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11057 | PA      | $11213.19     | 0.00%             | 2026-08-21      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429998.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22017 | PA      | $21702.03     | 0.00%             | 2027-01-14      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13550190.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12681 | PA      | $12537.55     | 0.00%             | 2025-05-16      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1580 | PA      | $1465.85      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438330.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3249 | PA      | $3228.64      | 0.00%             | 2027-01-18      | Fixed         | 31.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5842164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2603 | PA      | $2493.22      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15494302.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37146 | PA      | $37651.14     | 0.00%             | 2027-06-30      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6151112.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2263 | PA      | $2180.28      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16934495.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14891 | PA      | $14905.12     | 0.00%             | 2027-08-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136924.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4844 | PA      | $4625.19      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6190 | PA      | $5938.18      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385HFW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19880 | PA      | $19859.16     | 0.00%             | 2030-02-01      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5876373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5984 | PA      | $5802.25      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5498961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2161 | PA      | $1822.92      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6169978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3236 | PA      | $2952.95      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2439324.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3466 | PA      | $3434.25      | 0.00%             | 2025-01-18      | Fixed         | 8.14%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3977 | PA      | $3126.22      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6192283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5084 | PA      | $4825.67      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5833649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22880 | PA      | $20348.05     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 25501555.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         51 | PA      | $9.51         | 0.00%             | 2027-12-30      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-10173660.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35562 | PA      | $36063.04     | 0.00%             | 2025-08-19      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11737893.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9425 | PA      | $9432.72      | 0.00%             | 2026-12-18      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048784.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1974 | PA      | $1957.97      | 0.00%             | 2024-11-15      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6179999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3897 | PA      | $3712.31      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986737.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        655 | PA      | $619.70       | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438451.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6357 | PA      | $6304.11      | 0.00%             | 2027-01-18      | Fixed         | 24.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5954378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1500 | PA      | $1402.66      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991758232.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        295 | PA      | $301.22       | 0.00%             | 2025-02-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14811744.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32242 | PA      | $32733.76     | 0.00%             | 2027-07-19      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991914843.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         90 | PA      | $91.56        | 0.00%             | 2025-02-12      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Verizon Communications, Inc.                                                       | Verizon Communications, Inc.                                                       | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   15700000 | PA      | $14304407.06  | 0.55%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991342732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        293 | PA      | $315.89       | 0.00%             | 2024-12-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438042.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1100 | PA      | $1088.85      | 0.00%             | 2025-01-18      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6248904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5014 | PA      | $4760.63      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31362VFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1804 | PA      | $1795.95      | 0.00%             | 2028-03-01      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434832.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5443 | PA      | $5403.77      | 0.00%             | 2027-01-14      | Fixed         | 9.93%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5813883.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5176 | PA      | $4981.29      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949765.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9244 | PA      | $9165.79      | 0.00%             | 2027-04-14      | Fixed         | 28.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4882388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3418 | PA      | $1486.43      | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14343981.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7497 | PA      | $7589.69      | 0.00%             | 2024-06-20      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410ECX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2101 | PA      | $2157.23      | 0.00%             | 2036-08-01      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2422984.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11678 | PA      | $3379.72      | 0.00%             | 2027-01-13      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6276932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26852 | PA      | $25134.20     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297168.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4101 | PA      | $4073.71      | 0.00%             | 2026-12-22      | Fixed         | 9.21%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2600626.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44121 | PA      | $43371.64     | 0.00%             | 2027-02-11      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2602228.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6665 | PA      | $1945.09      | 0.00%             | 2027-02-10      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1715869.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3813 | PA      | $3676.74      | 0.00%             | 2025-02-16      | Fixed         | 23.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616174.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1234 | PA      | $1213.72      | 0.00%             | 2027-02-14      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6184876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8898 | PA      | $7849.71      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2601550.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2541 | PA      | $178.75       | 0.00%             | 2027-02-10      | Fixed         | 33.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5781374.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5189 | PA      | $4377.68      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                           | U.S. Treasury Notes                                                                | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   85000000 | PA      | $79881738.60  | 3.09%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991753557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        327 | PA      | $326.26       | 0.00%             | 2025-02-11      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 164041557.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18798 | PA      | $3795.09      | 0.00%             | 2025-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6194715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3547 | PA      | $3261.54      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14193881.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44216 | PA      | $44892.24     | 0.00%             | 2027-06-19      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5983416.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3475 | PA      | $2975.63      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436384.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6981 | PA      | $2039.86      | 0.00%             | 2027-01-18      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5593551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1064 | PA      | $1037.66      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607506.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41839 | PA      | $41599.27     | 0.00%             | 2027-02-10      | Fixed         | 5.59%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5911526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        712 | PA      | $695.66       | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16119812.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21826 | PA      | $21995.63     | 0.00%             | 2027-09-18      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5861387.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        910 | PA      | $444.05       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5565597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9287 | PA      | $9029.63      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047919.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11528 | PA      | $10861.29     | 0.00%             | 2024-11-15      | Fixed         | 10.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5994594.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7171 | PA      | $6814.08      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047316.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3937 | PA      | $596.99       | 0.00%             | 2026-11-15      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150135171.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6529 | PA      | $6376.05      | 0.00%             | 2024-04-16      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4905832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8432 | PA      | $2176.93      | 0.00%             | 2023-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 147087179.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3693 | PA      | $0.00         | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5995967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4294 | PA      | $4109.24      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4641955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13703 | PA      | $4104.45      | 0.00%             | 2023-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295364.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4259 | PA      | $4212.36      | 0.00%             | 2026-12-22      | Fixed         | 17.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948974.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8447 | PA      | $8365.38      | 0.00%             | 2027-09-14      | Fixed         | 29.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950095.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17933 | PA      | $17780.71     | 0.00%             | 2027-04-14      | Fixed         | 16.16%                | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                                          | Towd Point Mortgage Trust, Series 2017-1, Class A1                                 | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1349967 | PA      | $1331772.52   | 0.05%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16074435.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22900 | PA      | $23111.06     | 0.00%             | 2027-08-27      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048482.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27579 | PA      | $27246.40     | 0.00%             | 2027-04-15      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 23786228.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6353 | PA      | $6789.57      | 0.00%             | 2024-10-28      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991832343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        229 | PA      | $239.31       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6044632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      56183 | PA      | $52940.87     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5795947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        998 | PA      | $964.54       | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          2 | PA      | $2.39         | 0.00%             | 2028-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614297.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3562 | PA      | $3529.43      | 0.00%             | 2027-02-11      | Fixed         | 26.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844460.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         48 | PA      | $49.36        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991902815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        157 | PA      | $159.89       | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15125079.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16580 | PA      | $16786.77     | 0.00%             | 2025-07-15      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6123545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4506 | PA      | $4285.48      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432222.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3453 | PA      | $3420.27      | 0.00%             | 2025-01-14      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2570795.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8390 | PA      | $8342.90      | 0.00%             | 2027-02-11      | Fixed         | 6.48%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950093.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1780 | PA      | $1763.84      | 0.00%             | 2027-04-14      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| Korea East-West Power Co. Ltd.                                                     | Korea East-West Power Co. Ltd.                                                     | CUSIP: 5006EPAJ0<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |    4800000 | PA      | $4775248.90   | 0.18%             | 2023-07-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11751656.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12808 | PA      | $12922.56     | 0.00%             | 2025-02-05      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        342 | PA      | $346.54       | 0.00%             | 2025-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6217197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      80496 | PA      | $76270.27     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423758.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1744 | PA      | $1717.60      | 0.00%             | 2027-01-13      | Fixed         | 20.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6017021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5638 | PA      | $5387.57      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886267.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8583 | PA      | $8470.78      | 0.00%             | 2026-10-20      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5911193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10012 | PA      | $9366.73      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14176007.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20021 | PA      | $20284.40     | 0.00%             | 2025-06-18      | Fixed         | 7.84%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        101 | PA      | $101.62       | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604772.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22890 | PA      | $22711.89     | 0.00%             | 2027-02-10      | Fixed         | 7.89%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1714502.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7075 | PA      | $7043.04      | 0.00%             | 2026-09-15      | Fixed         | 28.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6211657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17074 | PA      | $15929.58     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991833915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         88 | PA      | $91.87        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        699 | PA      | $729.19       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6317824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3229 | PA      | $2987.28      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13746596.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7013 | PA      | $7105.52      | 0.00%             | 2024-05-29      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436660.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3692 | PA      | $1087.05      | 0.00%             | 2027-01-18      | Fixed         | 28.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6164887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21824 | PA      | $20717.55     | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049383.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5588 | PA      | $5546.03      | 0.00%             | 2026-11-15      | Fixed         | 23.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6265126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2598 | PA      | $2384.86      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14338698.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39760 | PA      | $40249.66     | 0.00%             | 2026-06-13      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5254769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1549 | PA      | $1475.65      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5064256.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        170 | PA      | $159.39       | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Romania                                                                            | Romania Government Bond                                                            | CUSIP: 77586RAD2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    6500000 | PA      | $6488553.50   | 0.25%             | 2024-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                     | FHLMC STACR Debt Notes, Series 2016-HQA2, Class M3                                 | CUSIP: 3137G0KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    4796867 | PA      | $4968361.90   | 0.19%             | 2028-11-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5960219.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18490 | PA      | $16702.14     | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5878573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21529 | PA      | $19211.64     | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14943051.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17915 | PA      | $18014.30     | 0.00%             | 2026-07-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4523658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         86 | PA      | $65.09        | 0.00%             | 2023-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048072.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9784 | PA      | $9689.82      | 0.00%             | 2026-11-15      | Fixed         | 11.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5709694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1374 | PA      | $1280.28      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188593902.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16127 | PA      | $16094.71     | 0.00%             | 2025-04-21      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142127711.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5794 | PA      | $5711.79      | 0.00%             | 2023-10-25      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2433245.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5801 | PA      | $5764.13      | 0.00%             | 2027-01-14      | Fixed         | 22.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        177 | PA      | $178.01       | 0.00%             | 2025-02-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5779467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3598 | PA      | $3496.19      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5610991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12688 | PA      | $12401.57     | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5917574.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11552 | PA      | $11185.02     | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2300410.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2916 | PA      | $2881.92      | 0.00%             | 2024-12-22      | Fixed         | 8.97%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435057.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2254 | PA      | $2231.30      | 0.00%             | 2025-01-14      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        282 | PA      | $290.19       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426699.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10383 | PA      | $5499.30      | 0.00%             | 2027-01-13      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                   | Peru Government Bond                                                               | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     800000 | PA      | $679145.54    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        465 | PA      | $485.20       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5330 | PA      | $5069.75      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15420537.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29530 | PA      | $29798.67     | 0.00%             | 2024-08-12      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610018.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1928 | PA      | $1901.13      | 0.00%             | 2027-02-11      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4488928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        703 | PA      | $108.05       | 0.00%             | 2033-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         17 | PA      | $17.14        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991846268.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        390 | PA      | $401.76       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4993580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        600 | PA      | $490.73       | 0.00%             | 2023-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613285.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6377 | PA      | $6293.25      | 0.00%             | 2027-02-11      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      60234 | PA      | $57318.68     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6170286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24348 | PA      | $22294.79     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188260791.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8803 | PA      | $8636.74      | 0.00%             | 2027-04-24      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3237194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        495 | PA      | $1.67         | 0.00%             | 2023-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5664925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6142 | PA      | $5965.80      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5624747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1492 | PA      | $1184.90      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11799159.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13753 | PA      | $13918.70     | 0.00%             | 2027-02-15      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5860712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9279 | PA      | $8913.99      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2027220.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1472 | PA      | $1463.78      | 0.00%             | 2026-11-15      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17462032.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15004 | PA      | $15157.80     | 0.00%             | 2027-09-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S7, Class PT | CUSIP: 21050KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     236376 | PA      | $221057.48    | 0.01%             | 2044-12-15      | Variable      | 10.74%                | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1744502.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5632 | PA      | $5377.90      | 0.00%             | 2025-04-30      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716943.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5877 | PA      | $5835.06      | 0.00%             | 2024-09-15      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 186780718.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36706 | PA      | $33869.19     | 0.00%             | 2027-04-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950992.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11217 | PA      | $11146.59     | 0.00%             | 2027-04-14      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950412.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1108 | PA      | $1095.80      | 0.00%             | 2027-04-14      | Fixed         | 30.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4871985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2436 | PA      | $2202.67      | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6032302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1342 | PA      | $1282.42      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6007508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1552 | PA      | $1486.00      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5250706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1714 | PA      | $1298.27      | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950543.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4780 | PA      | $4740.62      | 0.00%             | 2027-04-14      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4514072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1866 | PA      | $393.07       | 0.00%             | 2023-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16068283.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23350 | PA      | $23400.91     | 0.00%             | 2026-07-05      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16052276.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37706 | PA      | $8259.94      | 0.00%             | 2026-08-23      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Fox Corp.                                                                          | Fox Corp.                                                                          | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1928168.58   | 0.07%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2609734.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1188 | PA      | $1176.99      | 0.00%             | 2027-02-11      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5939678.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4076 | PA      | $3870.23      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5990049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4231 | PA      | $4129.51      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886663.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1248 | PA      | $1229.14      | 0.00%             | 2026-10-20      | Fixed         | 17.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438777.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1379 | PA      | $405.52       | 0.00%             | 2027-01-18      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6307949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3893 | PA      | $3650.27      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1688 | PA      | $1594.62      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951520.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3147 | PA      | $3115.00      | 0.00%             | 2025-04-14      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604523.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14905 | PA      | $14791.93     | 0.00%             | 2027-02-10      | Fixed         | 10.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5902121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        837 | PA      | $783.58       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096042.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2559 | PA      | $2524.12      | 0.00%             | 2025-04-22      | Fixed         | 25.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6017408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2987 | PA      | $2885.97      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991937144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2106 | PA      | $2149.30      | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610715.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13473 | PA      | $13257.27     | 0.00%             | 2027-02-11      | Fixed         | 26.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11940530.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15849 | PA      | $16067.29     | 0.00%             | 2027-02-20      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6187090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7790 | PA      | $7317.88      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6032055.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4574 | PA      | $4351.74      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991827738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         31 | PA      | $31.29        | 0.00%             | 2024-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5977673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        834 | PA      | $793.16       | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6276359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11861 | PA      | $11035.35     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        154 | PA      | $160.45       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5613388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        545 | PA      | $529.96       | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294187.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3658 | PA      | $3614.56      | 0.00%             | 2024-12-21      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996458.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25179 | PA      | $19128.24     | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6163875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5906 | PA      | $5566.26      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5914553.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        788 | PA      | $747.40       | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11877630.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25274 | PA      | $25482.42     | 0.00%             | 2026-02-21      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5927147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1104 | PA      | $1026.67      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5324332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1691 | PA      | $1622.42      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6112312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31572 | PA      | $30363.23     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6017007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2522 | PA      | $2425.65      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6153275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4663 | PA      | $4448.23      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11877979.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19530 | PA      | $19696.58     | 0.00%             | 2025-01-06      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14165096.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27313 | PA      | $27590.91     | 0.00%             | 2027-06-06      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6238757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3562 | PA      | $3347.71      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693714.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6967 | PA      | $6758.20      | 0.00%             | 2025-01-20      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294913.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1445 | PA      | $1430.26      | 0.00%             | 2024-12-21      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950447.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11731 | PA      | $11552.15     | 0.00%             | 2027-04-14      | Fixed         | 21.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299990.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15678 | PA      | $14915.50     | 0.00%             | 2026-12-22      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948748.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4497 | PA      | $4439.58      | 0.00%             | 2027-04-14      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6135709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32546 | PA      | $30934.66     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1647 | PA      | $1580.88      | 0.00%             | 2024-06-19      | 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        |   11237825 | PA      | $9986336.98   | 0.39%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    8480000 | PA      | $-463899.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         49 | PA      | $49.92        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294402.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15124 | PA      | $3883.12      | 0.00%             | 2026-12-21      | Fixed         | 13.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5833556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4340 | PA      | $4230.24      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155128973.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17427 | PA      | $16596.20     | 0.00%             | 2025-10-25      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3019 | PA      | $2853.44      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12402081.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25363 | PA      | $25311.95     | 0.00%             | 2027-03-21      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426489.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9958 | PA      | $9883.56      | 0.00%             | 2027-01-13      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6217183.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1430 | PA      | $1340.09      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385XKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20499 | PA      | $20123.68     | 0.00%             | 2033-07-01      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5481590.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1490 | PA      | $391.82       | 0.00%             | 2023-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2943510.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8049 | PA      | $7944.85      | 0.00%             | 2025-04-14      | Fixed         | 20.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5583843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        388 | PA      | $379.71       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5814132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6620 | PA      | $6330.37      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8759 | PA      | $8719.67      | 0.00%             | 2026-12-22      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 156982194.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6322 | PA      | $6151.66      | 0.00%             | 2024-08-27      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305807.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2395 | PA      | $2221.39      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606798.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8624 | PA      | $8537.93      | 0.00%             | 2027-02-10      | Fixed         | 13.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4469186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2406 | PA      | $649.03       | 0.00%             | 2033-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5915164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3750 | PA      | $3210.99      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5836841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19026 | PA      | $18257.19     | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14217946.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7476 | PA      | $7556.54      | 0.00%             | 2024-05-06      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5554848.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27340 | PA      | $26520.19     | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047226.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4245 | PA      | $4182.58      | 0.00%             | 2026-11-15      | Fixed         | 20.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951001.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7584 | PA      | $7517.87      | 0.00%             | 2027-04-14      | Fixed         | 14.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048202.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1103 | PA      | $-7.70        | -0.00%            | 2026-11-15      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1710332.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13482 | PA      | $12886.01     | 0.00%             | 2027-03-10      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11914148.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22555 | PA      | $22743.00     | 0.00%             | 2025-02-18      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 25770054.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         93 | PA      | $18.06        | 0.00%             | 2028-01-03      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1683619.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24802 | PA      | $24165.83     | 0.00%             | 2024-12-30      | Fixed         | 12.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613609.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8959 | PA      | $8815.51      | 0.00%             | 2027-02-11      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6321669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6149 | PA      | $5761.81      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1884150.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1219 | PA      | $1210.39      | 0.00%             | 2026-10-20      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6290969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4563 | PA      | $4266.25      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047532.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4264 | PA      | $4231.51      | 0.00%             | 2026-11-15      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7630 | PA      | $7238.77      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991840916.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        109 | PA      | $112.66       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297093.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        928 | PA      | $64.37        | 0.00%             | 2026-12-22      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13942898.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33745 | PA      | $33888.19     | 0.00%             | 2027-05-26      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2092331.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2774 | PA      | $67.40        | 0.00%             | 2024-11-22      | Fixed         | 23.10%                | No            |                  3 | On Loan: No      |
| N/A                                                                                | U.S. Treasury 10 Year Notes                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -420 | NC      | $-466512.90   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2400391.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19230 | PA      | $18980.21     | 0.00%             | 2027-01-13      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605799.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3704 | PA      | $3662.19      | 0.00%             | 2025-02-10      | Fixed         | 15.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4626904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4667 | PA      | $1263.76      | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14199304.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31533 | PA      | $31816.15     | 0.00%             | 2027-05-01      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6148056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31712 | PA      | $30344.72     | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6182309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4803 | PA      | $4555.01      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297223.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2698 | PA      | $2672.12      | 0.00%             | 2026-12-22      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6202908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4472 | PA      | $4038.22      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815843.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        632 | PA      | $640.61       | 0.00%             | 2025-02-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293293.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12386 | PA      | $12294.89     | 0.00%             | 2026-12-21      | Fixed         | 10.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14099769.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18068 | PA      | $18094.11     | 0.00%             | 2027-04-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5919183.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15190 | PA      | $13626.90     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1998 | PA      | $1283.67      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1745183.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7493 | PA      | $7243.10      | 0.00%             | 2027-04-08      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299695.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1391 | PA      | $100.60       | 0.00%             | 2026-12-22      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426591.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        968 | PA      | $957.82       | 0.00%             | 2025-01-13      | Fixed         | 9.03%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5950325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1266 | PA      | $600.90       | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31386MLW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8800 | PA      | $8573.31      | 0.00%             | 2040-12-01      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406PP52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47689 | PA      | $47117.20     | 0.00%             | 2035-04-01      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5568680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1940 | PA      | $1799.31      | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5896547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1429 | PA      | $1393.89      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6190859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2235 | PA      | $2067.32      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6007348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16707 | PA      | $16257.97     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5567009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        416 | PA      | $314.22       | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2418141.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7827 | PA      | $7749.17      | 0.00%             | 2027-06-14      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437360.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1325 | PA      | $1304.59      | 0.00%             | 2027-01-18      | Fixed         | 24.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606195.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1320 | PA      | $94.00        | 0.00%             | 2027-02-10      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991799804.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        204 | PA      | $40.72        | 0.00%             | 2025-02-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616634.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6295 | PA      | $6191.01      | 0.00%             | 2027-02-14      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432260.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4690 | PA      | $4650.14      | 0.00%             | 2027-06-14      | Fixed         | 13.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        108 | PA      | $109.22       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15747301.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6968 | PA      | $6952.94      | 0.00%             | 2026-08-07      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5294555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        559 | PA      | $545.14       | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16074588.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14161 | PA      | $14112.67     | 0.00%             | 2027-08-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6318325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1122 | PA      | $1033.65      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950219.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2035 | PA      | $2003.64      | 0.00%             | 2025-04-14      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6121689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19322 | PA      | $18326.71     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5611991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        475 | PA      | $467.10       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857920.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        189 | PA      | $70.18        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3145 | PA      | $2838.66      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3243747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1299 | PA      | $1.38         | 0.00%             | 2023-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11729669.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10442 | PA      | $10520.05     | 0.00%             | 2025-01-08      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610270.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5322 | PA      | $5275.15      | 0.00%             | 2027-02-11      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296665.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8399 | PA      | $8310.96      | 0.00%             | 2026-12-22      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293082.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3762 | PA      | $3740.02      | 0.00%             | 2026-12-21      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6182359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5108 | PA      | $4790.03      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296920.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4798 | PA      | $4758.75      | 0.00%             | 2024-12-22      | Fixed         | 13.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991852412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        256 | PA      | $172.32       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6135346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7345 | PA      | $7056.86      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5843467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         37 | PA      | $36.46        | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5540 | PA      | $5259.87      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        463 | PA      | $472.58       | 0.00%             | 2025-02-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5845026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        774 | PA      | $372.41       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604705.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6011 | PA      | $882.06       | 0.00%             | 2027-02-10      | Fixed         | 20.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28816 | PA      | $27224.13     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5977432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13904 | PA      | $13375.55     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428592.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2214 | PA      | $2182.88      | 0.00%             | 2027-01-14      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| AbbVie, Inc.                                                                       | AbbVie, Inc.                                                                       | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     810000 | PA      | $789905.64    | 0.03%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950105.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1561 | PA      | $1547.09      | 0.00%             | 2027-04-14      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5294211.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         99 | PA      | $91.11        | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5923219.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7743 | PA      | $7490.42      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096303.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6691 | PA      | $6634.83      | 0.00%             | 2026-11-22      | Fixed         | 17.14%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12412264.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12482 | PA      | $12467.45     | 0.00%             | 2027-03-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991784969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1413 | PA      | $1438.42      | 0.00%             | 2025-02-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11693759.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19408 | PA      | $19574.44     | 0.00%             | 2026-02-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3760407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3543 | PA      | $87.68        | 0.00%             | 2032-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6012890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2427 | PA      | $2316.79      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297499.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        981 | PA      | $976.96       | 0.00%             | 2026-12-22      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4898702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1503 | PA      | $1281.82      | 0.00%             | 2023-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1653425.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1345 | PA      | $1302.79      | 0.00%             | 2024-11-09      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6122591.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1022 | PA      | $985.98       | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432645.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5489 | PA      | $5438.87      | 0.00%             | 2027-01-14      | Fixed         | 11.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12408565.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20437 | PA      | $20442.98     | 0.00%             | 2027-03-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3973 | PA      | $3779.54      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6150365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5246 | PA      | $4536.68      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5810486.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2107 | PA      | $2037.05      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4790074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1864 | PA      | $456.29       | 0.00%             | 2023-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5980855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7634 | PA      | $6447.05      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991821331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         25 | PA      | $1.83         | 0.00%             | 2025-02-13      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5749702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2816 | PA      | $2760.60      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802904.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        267 | PA      | $274.22       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991848229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        164 | PA      | $10.23        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5937321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5694 | PA      | $5342.51      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614591.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1088 | PA      | $648.75       | 0.00%             | 2027-02-11      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6214958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10301 | PA      | $9846.44      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6141876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1686 | PA      | $1513.92      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432955.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1767 | PA      | $128.70       | 0.00%             | 2027-01-14      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5839775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4011 | PA      | $3852.58      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437744.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2874 | PA      | $2857.34      | 0.00%             | 2027-01-18      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14058182.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6322 | PA      | $6351.85      | 0.00%             | 2025-06-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5856405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9488 | PA      | $9180.01      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17482899.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16796 | PA      | $16993.97     | 0.00%             | 2027-09-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5741082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        807 | PA      | $788.90       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6274757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34399 | PA      | $31787.39     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5961025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        277 | PA      | $271.45       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3948363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        386 | PA      | $12.81        | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        113 | PA      | $119.06       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5971548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6108 | PA      | $5872.87      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5892016.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11550 | PA      | $11218.10     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse Group AG                                                             | Credit Suisse Group AG                                                             | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    9400000 | PA      | $8737805.34   | 0.34%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5662396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        879 | PA      | $828.56       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5822374.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        685 | PA      | $432.69       | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 3138EGBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     427340 | PA      | $434376.65    | 0.02%             | 2035-09-01      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606706.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1127 | PA      | $1114.90      | 0.00%             | 2025-02-10      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096280.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8393 | PA      | $8363.84      | 0.00%             | 2026-11-22      | Fixed         | 19.26%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145216495.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2298 | PA      | $2254.22      | 0.00%             | 2023-12-21      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612449.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8869 | PA      | $8720.63      | 0.00%             | 2027-02-11      | Fixed         | 20.03%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188087453.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7409 | PA      | $7378.45      | 0.00%             | 2027-04-22      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5554806.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1543 | PA      | $788.50       | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148711863.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4577 | PA      | $4409.92      | 0.00%             | 2024-10-27      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949561.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18918 | PA      | $18621.49     | 0.00%             | 2027-04-14      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5814343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4807 | PA      | $4640.46      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188494060.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8000 | PA      | $983.59       | 0.00%             | 2028-02-20      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Credit Suisse Group AG                                                             | Credit Suisse Group AG                                                             | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     400000 | PA      | $351618.53    | 0.01%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1700725.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11366 | PA      | $9463.28      | 0.00%             | 2025-01-24      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1692299.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3056 | PA      | $3021.66      | 0.00%             | 2025-01-19      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6190254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21164 | PA      | $20294.57     | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5670788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        445 | PA      | $427.42       | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5610840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7754 | PA      | $2037.86      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5123250.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2438 | PA      | $1215.23      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5619877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        616 | PA      | $589.60       | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5745363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31081 | PA      | $30026.54     | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4584313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        493 | PA      | $275.67       | 0.00%             | 2023-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12270410.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22190 | PA      | $22562.94     | 0.00%             | 2026-05-20      | Fixed         | 8.34%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14215379.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16443 | PA      | $16700.38     | 0.00%             | 2027-06-26      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157905.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3398 | PA      | $3254.71      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6939 | PA      | $6667.96      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                         | FHLMC Pool, 15 Year                                                                | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12470423 | PA      | $11971583.17  | 0.46%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14115625.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20759 | PA      | $6583.79      | 0.00%             | 2027-06-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094764.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2450 | PA      | $2428.39      | 0.00%             | 2026-11-22      | Fixed         | 11.93%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 166101353.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3248 | PA      | $2825.79      | 0.00%             | 2025-02-28      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        166 | PA      | $80.52        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5671902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5452 | PA      | $5341.46      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5910071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4167 | PA      | $4020.54      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991745632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        108 | PA      | $111.30       | 0.00%             | 2025-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1744778.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7189 | PA      | $1753.11      | 0.00%             | 2025-04-08      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13754165.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30704 | PA      | $31136.11     | 0.00%             | 2026-05-16      | Fixed         | 8.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950524.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3369 | PA      | $1870.04      | 0.00%             | 2027-04-14      | Fixed         | 15.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5782256.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11691 | PA      | $10895.85     | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1654907.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8333 | PA      | $7964.34      | 0.00%             | 2026-11-12      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5962473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7966 | PA      | $7763.18      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5860492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7022 | PA      | $6779.31      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11749080.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8374 | PA      | $8488.85      | 0.00%             | 2026-12-23      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6262613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1102 | PA      | $1014.64      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13710175.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22092 | PA      | $7730.53      | 0.00%             | 2027-06-18      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6303999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3461 | PA      | $3218.17      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610189.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9539 | PA      | $9451.69      | 0.00%             | 2027-02-11      | Fixed         | 23.14%                | No            |                  3 | On Loan: No      |
| N/A                                                                                | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    5450000 | PA      | $-281625.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6202866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1372 | PA      | $1286.92      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144228163.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4404 | PA      | $4360.60      | 0.00%             | 2023-11-29      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17247 | PA      | $16361.44     | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5985942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14912 | PA      | $14302.36     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14890683.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10470 | PA      | $10539.26     | 0.00%             | 2025-07-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2496 | PA      | $2402.07      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15589829.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9810 | PA      | $9915.35      | 0.00%             | 2027-08-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5991556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        988 | PA      | $937.43       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5752919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3204 | PA      | $3004.84      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5611660.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        506 | PA      | $452.28       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                     | Morgan Stanley                                                                     | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1376549.52   | 0.05%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296777.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8635 | PA      | $8593.04      | 0.00%             | 2026-12-22      | Fixed         | 21.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991824938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $16.17        | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15046782.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46434 | PA      | $47041.70     | 0.00%             | 2027-07-22      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5574663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8168 | PA      | $7861.79      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385WVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2440 | PA      | $2434.52      | 0.00%             | 2027-09-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5894262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8752 | PA      | $7802.65      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         93 | PA      | $6.94         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6041628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3285 | PA      | $3156.77      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5825276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        173 | PA      | $170.20       | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435110.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1568 | PA      | $1542.74      | 0.00%             | 2027-06-14      | Fixed         | 20.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5965095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10074 | PA      | $8978.82      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5741376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1220 | PA      | $1101.10      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5896051.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5859 | PA      | $5682.66      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        530 | PA      | $512.05       | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295529.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5854 | PA      | $5823.82      | 0.00%             | 2026-12-21      | Fixed         | 32.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6281158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     109107 | PA      | $101326.30    | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31404GL66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9104 | PA      | $8918.39      | 0.00%             | 2034-03-01      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2073665.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3522 | PA      | $3352.79      | 0.00%             | 2026-11-22      | Fixed         | 27.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5754674.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2876 | PA      | $923.60       | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15038278.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27606 | PA      | $27571.59     | 0.00%             | 2027-08-25      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1321 | PA      | $741.44       | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188093276.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8547 | PA      | $1042.28      | 0.00%             | 2027-04-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136070.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2873 | PA      | $2740.94      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127385.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6241 | PA      | $5980.70      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144556102.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1939 | PA      | $1920.30      | 0.00%             | 2023-12-06      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608083.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2851 | PA      | $2803.15      | 0.00%             | 2025-02-10      | Fixed         | 29.04%                | No            |                  3 | On Loan: No      |
| FR Franklin LLC                                                                    | Franklin Floating Rate Income Fund                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   16696900 | NS      | $129901881.85 | 5.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31414FS36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44732 | PA      | $44325.72     | 0.00%             | 2038-09-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1720962.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8477 | PA      | $8078.11      | 0.00%             | 2027-02-15      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15602269.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8545 | PA      | $8674.68      | 0.00%             | 2024-08-21      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2928558.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9474 | PA      | $9388.12      | 0.00%             | 2027-04-14      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 151707588.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8225 | PA      | $7952.33      | 0.00%             | 2024-07-29      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950648.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1116 | PA      | $1106.47      | 0.00%             | 2027-04-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2093970.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2031 | PA      | $2022.61      | 0.00%             | 2026-11-22      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820645.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        225 | PA      | $223.74       | 0.00%             | 2025-02-13      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715411.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        901 | PA      | $889.93       | 0.00%             | 2026-09-15      | Fixed         | 19.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949577.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4726 | PA      | $336.89       | 0.00%             | 2027-04-14      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991760964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         45 | PA      | $45.22        | 0.00%             | 2024-02-13      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425329.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3626 | PA      | $3590.62      | 0.00%             | 2025-01-13      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5454362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        936 | PA      | $920.42       | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4862382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5131 | PA      | $1147.40      | 0.00%             | 2023-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4872036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        445 | PA      | $359.81       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293350.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        962 | PA      | $910.20       | 0.00%             | 2024-12-21      | Fixed         | 19.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427597.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4619 | PA      | $331.99       | 0.00%             | 2027-01-13      | Fixed         | 18.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8142 | PA      | $7664.33      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12416735.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11310 | PA      | $11466.45     | 0.00%             | 2027-03-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438118.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7398 | PA      | $7351.03      | 0.00%             | 2027-01-18      | Fixed         | 31.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614489.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2811 | PA      | $1663.01      | 0.00%             | 2027-07-11      | Fixed         | 21.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991827844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         18 | PA      | $17.63        | 0.00%             | 2024-02-15      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 153754650.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8341 | PA      | $8132.88      | 0.00%             | 2024-06-27      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715574.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5731 | PA      | $5704.56      | 0.00%             | 2026-09-15      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423989.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2206 | PA      | $2185.94      | 0.00%             | 2025-01-13      | Fixed         | 13.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5975742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4141 | PA      | $3862.06      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991772757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5911 | PA      | $5985.91      | 0.00%             | 2025-02-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6242397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1968 | PA      | $1787.39      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11595183.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6117 | PA      | $6185.03      | 0.00%             | 2024-03-22      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188348987.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6902 | PA      | $6875.15      | 0.00%             | 2027-04-26      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5456422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2493 | PA      | $2451.35      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6032149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14188 | PA      | $13090.63     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949079.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11468 | PA      | $11298.03     | 0.00%             | 2027-04-14      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298624.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28476 | PA      | $28277.30     | 0.00%             | 2026-12-22      | Fixed         | 7.52%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607727.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1002 | PA      | $145.83       | 0.00%             | 2025-02-10      | Fixed         | 24.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15054747.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23723 | PA      | $23688.48     | 0.00%             | 2026-07-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431217.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5317 | PA      | $5286.97      | 0.00%             | 2027-01-14      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 158297432.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10452 | PA      | $10160.88     | 0.00%             | 2024-11-09      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819327.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         56 | PA      | $57.83        | 0.00%             | 2024-02-15      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991837737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         56 | PA      | $57.31        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        128 | PA      | $16.81        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5972193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4862 | PA      | $3052.68      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Electricite de France SA                                                           | Electricite de France SA                                                           | CUSIP: 268317AM6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    2200000 | PA      | $2142800.00   | 0.08%             | 2024-01-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6051987.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6798 | PA      | $6210.21      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282247.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1581 | PA      | $1466.67      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991761364.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        286 | PA      | $297.94       | 0.00%             | 2025-02-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        770 | PA      | $782.23       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406A3K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41340 | PA      | $41737.52     | 0.00%             | 2034-12-01      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5742284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7643 | PA      | $5883.80      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3232 | PA      | $3084.64      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297949.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3419 | PA      | $3374.04      | 0.00%             | 2026-12-22      | Fixed         | 18.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6321916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5578 | PA      | $5130.52      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991847529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         38 | PA      | $38.93        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147831.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1303 | PA      | $1249.79      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5924932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7462 | PA      | $6785.53      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6208894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6952 | PA      | $6566.59      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2609546.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1092 | PA      | $1082.55      | 0.00%             | 2027-02-11      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948803.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3930 | PA      | $3880.18      | 0.00%             | 2027-04-14      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5908735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28744 | PA      | $25056.56     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15635946.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15291 | PA      | $15259.82     | 0.00%             | 2027-07-03      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188437817.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5407 | PA      | $5347.84      | 0.00%             | 2027-04-18      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         87 | PA      | $89.15        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14159215.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10238 | PA      | $10392.00     | 0.00%             | 2027-06-19      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299498.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6740 | PA      | $6334.64      | 0.00%             | 2027-05-22      | Fixed         | 12.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5132890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30012 | PA      | $11021.10     | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5930491.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6306 | PA      | $6002.63      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5790285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3345 | PA      | $3264.22      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6286530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1083 | PA      | $1016.35      | 0.00%             | 2024-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5746817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7757 | PA      | $5044.05      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5331262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9358 | PA      | $3890.02      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| City & County Honolulu HI Wastewater System Revenue                                | City & County Honolulu, Series 2019 B                                              | CUSIP: 438701Y24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2470000 | PA      | $2395790.33   | 0.09%             | 2024-07-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15399 | PA      | $13451.04     | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432901.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15694 | PA      | $15608.76     | 0.00%             | 2027-01-14      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708043.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2108 | PA      | $2003.31      | 0.00%             | 2027-02-15      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6053795.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4069 | PA      | $3872.96      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 187873415.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4770 | PA      | $576.65       | 0.00%             | 2027-04-13      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3559884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        616 | PA      | $9.88         | 0.00%             | 2023-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095533.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3393 | PA      | $3340.98      | 0.00%             | 2025-04-22      | Fixed         | 26.09%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 149128960.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7501 | PA      | $7314.08      | 0.00%             | 2024-04-01      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432621.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3104 | PA      | $3053.18      | 0.00%             | 2025-06-14      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6192696.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1926 | PA      | $1835.14      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951315.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5632 | PA      | $5594.91      | 0.00%             | 2027-04-14      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5937710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9403 | PA      | $8969.38      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6169746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1039 | PA      | $904.56       | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5882264.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14930 | PA      | $13937.06     | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6299081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        904 | PA      | $832.56       | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5304212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2250 | PA      | $2191.04      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15742698.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18772 | PA      | $18783.88     | 0.00%             | 2027-08-20      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1701357.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8436 | PA      | $8123.01      | 0.00%             | 2027-01-13      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991828499.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         65 | PA      | $50.64        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951439.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2479 | PA      | $2457.18      | 0.00%             | 2027-04-14      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5925093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8513 | PA      | $8190.30      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094403.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5820 | PA      | $5758.63      | 0.00%             | 2026-11-22      | Fixed         | 16.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6026347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        694 | PA      | $662.47       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157670.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2368 | PA      | $2256.55      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608240.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9940 | PA      | $9855.96      | 0.00%             | 2027-02-11      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991742845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         36 | PA      | $36.55        | 0.00%             | 2025-02-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1660875.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1306 | PA      | $1257.55      | 0.00%             | 2024-11-05      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                         | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class A5              | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1446984.75   | 0.06%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991846709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        173 | PA      | $179.29       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094965.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3550 | PA      | $3534.42      | 0.00%             | 2026-11-22      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616953.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4738 | PA      | $338.48       | 0.00%             | 2027-02-14      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5856953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1006 | PA      | $951.60       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15721763.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11925 | PA      | $1199.76      | 0.00%             | 2027-08-20      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432996.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5635 | PA      | $5585.08      | 0.00%             | 2025-01-14      | Fixed         | 11.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5738545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2273 | PA      | $2213.04      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437637.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1532 | PA      | $1522.09      | 0.00%             | 2027-01-18      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6303108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19012 | PA      | $17662.80     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15045798.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37019 | PA      | $20699.36     | 0.00%             | 2026-07-12      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         31 | PA      | $12.00        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5175229.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        100 | PA      | $98.82        | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5693934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        614 | PA      | $591.15       | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611463.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        960 | PA      | $571.13       | 0.00%             | 2027-07-11      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406N6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3364 | PA      | $3287.80      | 0.00%             | 2035-04-01      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8056 | PA      | $7741.24      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949017.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2149 | PA      | $2130.99      | 0.00%             | 2027-04-14      | Fixed         | 15.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5775433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1655 | PA      | $1081.58      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                          | Manitowoc Co., Inc. (The)                                                          | CUSIP: 563571AL2<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1182168.00   | 0.05%             | 2026-04-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1700610.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3688 | PA      | $3581.82      | 0.00%             | 2025-01-12      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4563389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3392 | PA      | $772.52       | 0.00%             | 2023-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807289.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         90 | PA      | $91.49        | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715893.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1952 | PA      | $1857.75      | 0.00%             | 2024-09-15      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         11 | PA      | $10.63        | 0.00%             | 2025-02-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437375.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12425 | PA      | $12355.13     | 0.00%             | 2027-01-18      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5958877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1977 | PA      | $1881.25      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6144215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6079 | PA      | $5670.64      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5410725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        222 | PA      | $218.24       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048386.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8547 | PA      | $8025.94      | 0.00%             | 2026-11-15      | Fixed         | 16.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096312.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2825 | PA      | $2806.23      | 0.00%             | 2024-11-22      | Fixed         | 17.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5322693.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        673 | PA      | $635.70       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6179556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3228 | PA      | $3035.27      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 159435722.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8073 | PA      | $7814.59      | 0.00%             | 2024-09-30      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 167581364.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        947 | PA      | $933.31       | 0.00%             | 2033-03-02      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296700.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3359 | PA      | $3329.23      | 0.00%             | 2024-12-22      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5564520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        868 | PA      | $848.83       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        363 | PA      | $365.04       | 0.00%             | 2025-02-13      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126416.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5207 | PA      | $3721.84      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 168256441.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16255 | PA      | $15504.19     | 0.00%             | 2025-03-13      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094863.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        677 | PA      | $674.42       | 0.00%             | 2024-11-22      | Fixed         | 19.11%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 167427040.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2821 | PA      | $2770.18      | 0.00%             | 2033-02-27      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6123399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11909 | PA      | $11331.06     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1657975.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13130 | PA      | $12654.05     | 0.00%             | 2024-11-08      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885604.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20068 | PA      | $19918.89     | 0.00%             | 2024-10-20      | Fixed         | 21.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6210327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2910 | PA      | $2774.95      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6361182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14433 | PA      | $13358.29     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5738445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        544 | PA      | $499.61       | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5110354.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2448 | PA      | $1832.39      | 0.00%             | 2023-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5647798.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2337 | PA      | $1533.02      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5898148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        361 | PA      | $353.37       | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        137 | PA      | $141.03       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6259904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        816 | PA      | $764.54       | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5940651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4691 | PA      | $4353.99      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991994001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        525 | PA      | $531.15       | 0.00%             | 2025-02-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610020.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5306 | PA      | $5258.66      | 0.00%             | 2027-02-11      | Fixed         | 20.86%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11673054.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8384 | PA      | $8343.80      | 0.00%             | 2024-12-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6153445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3382 | PA      | $3090.02      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5739949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9172 | PA      | $8817.54      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 159372853.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8941 | PA      | $8621.29      | 0.00%             | 2024-10-01      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5903375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1365 | PA      | $1306.39      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4189414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        259 | PA      | $15.73        | 0.00%             | 2032-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5768439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14489 | PA      | $11787.54     | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3364 | PA      | $3023.04      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5898172.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12456 | PA      | $11713.22     | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15747887.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10778 | PA      | $10923.25     | 0.00%             | 2026-08-20      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049293.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3341 | PA      | $3321.38      | 0.00%             | 2024-11-15      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6158234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5666 | PA      | $5379.42      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5764367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8014 | PA      | $7303.94      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849598.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         68 | PA      | $68.76        | 0.00%             | 2024-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                    | Citigroup, Inc.                                                                    | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2586069.95   | 0.10%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31407WTA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13696 | PA      | $13823.02     | 0.00%             | 2035-09-01      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14226274.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26943 | PA      | $27308.34     | 0.00%             | 2027-06-15      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1656576.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29150 | PA      | $27913.20     | 0.00%             | 2026-10-29      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4439170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2009 | PA      | $361.69       | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5850752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1444 | PA      | $1355.35      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435960.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3287 | PA      | $3268.40      | 0.00%             | 2027-01-18      | Fixed         | 5.66%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5701642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1662 | PA      | $1619.00      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        661 | PA      | $622.62       | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6310012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7475 | PA      | $6949.26      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297380.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5874 | PA      | $5847.25      | 0.00%             | 2027-05-22      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        654 | PA      | $140.16       | 0.00%             | 2025-02-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12272 | PA      | $11819.86     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RR 14 Ltd.                                                                         | RR 14 Ltd., Series 2021-14A, Class A1                                              | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |   23418000 | PA      | $23031603.00  | 0.89%             | 2036-04-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614143.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3366 | PA      | $3346.90      | 0.00%             | 2027-02-11      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 166083169.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2521 | PA      | $515.05       | 0.00%             | 2033-02-27      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4782 | PA      | $4599.63      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1710296.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8851 | PA      | $8435.55      | 0.00%             | 2027-02-17      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6308611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20373 | PA      | $18891.91     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950983.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2211 | PA      | $2191.14      | 0.00%             | 2027-09-14      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4623698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4549 | PA      | $901.84       | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16806126.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16169 | PA      | $16301.97     | 0.00%             | 2025-09-26      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5500907.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5678 | PA      | $5447.17      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950633.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12814 | PA      | $1928.85      | 0.00%             | 2027-04-14      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9916 | PA      | $9445.84      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716828.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1854 | PA      | $1850.23      | 0.00%             | 2024-09-15      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2601103.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        545 | PA      | $535.44       | 0.00%             | 2025-02-10      | Fixed         | 22.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6135577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5273 | PA      | $5015.70      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6238815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34537 | PA      | $32390.04     | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432829.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8613 | PA      | $625.30       | 0.00%             | 2027-01-14      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6025535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1021 | PA      | $827.94       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5615484.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9295 | PA      | $5425.23      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857159.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        616 | PA      | $640.52       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6272071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1663 | PA      | $1527.02      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605446.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3822 | PA      | $3769.10      | 0.00%             | 2027-02-10      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2439073.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11220 | PA      | $11109.13     | 0.00%             | 2027-06-18      | Fixed         | 13.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613209.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6903 | PA      | $1065.67      | 0.00%             | 2027-12-11      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6124955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7000 | PA      | $6642.25      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235130.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3644 | PA      | $3484.87      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6142103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10342 | PA      | $9863.47      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA, 15 Year                                                                      | CUSIP: 31416KDY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6228 | PA      | $6302.40      | 0.00%             | 2024-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4866679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1660 | PA      | $455.97       | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                              | Bank of America Corp.                                                              | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10935247.51  | 0.42%             | 2024-07-23      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949738.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1836 | PA      | $1819.98      | 0.00%             | 2027-04-14      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5562232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1222 | PA      | $1190.23      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31371YD32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1418 | PA      | $1403.24      | 0.00%             | 2024-03-01      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5156676.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1284 | PA      | $252.96       | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6052849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8796 | PA      | $8334.82      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        246 | PA      | $249.26       | 0.00%             | 2024-02-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4895067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14414 | PA      | $9850.55      | 0.00%             | 2023-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5729791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1670 | PA      | $1628.30      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5913399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10203 | PA      | $9976.09      | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297763.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2764 | PA      | $198.04       | 0.00%             | 2026-12-22      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2083090.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        795 | PA      | $788.15       | 0.00%             | 2026-11-22      | Fixed         | 12.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5854074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3719 | PA      | $3352.98      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6048400.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2062 | PA      | $1474.35      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991733275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        288 | PA      | $195.45       | 0.00%             | 2025-02-10      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6196302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3286 | PA      | $3145.24      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689689.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5626 | PA      | $5396.85      | 0.00%             | 2025-01-14      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11940969.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40111 | PA      | $40479.06     | 0.00%             | 2027-01-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3849313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        204 | PA      | $5.25         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5959659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10071 | PA      | $7120.44      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5961519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2335 | PA      | $2224.96      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6352460.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25544 | PA      | $23857.65     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294977.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3910 | PA      | $3873.58      | 0.00%             | 2025-05-21      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5676161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        694 | PA      | $664.12       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5849047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        970 | PA      | $812.29       | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6284249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45921 | PA      | $42511.60     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        722 | PA      | $450.12       | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5961771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11826 | PA      | $11085.92     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142527519.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7293 | PA      | $7213.46      | 0.00%             | 2023-10-25      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614367.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5519 | PA      | $5464.40      | 0.00%             | 2027-02-11      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5135982.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11822 | PA      | $10732.22     | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048745.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1098 | PA      | $1053.10      | 0.00%             | 2026-11-15      | Fixed         | 28.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608111.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14336 | PA      | $14206.11     | 0.00%             | 2027-02-10      | Fixed         | 23.17%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31388RDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28639 | PA      | $28351.00     | 0.00%             | 2031-11-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436279.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3640 | PA      | $3616.21      | 0.00%             | 2027-01-18      | Fixed         | 25.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991828017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         76 | PA      | $76.67        | 0.00%             | 2025-02-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5567837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1005 | PA      | $839.77       | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14887227.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10185 | PA      | $10233.99     | 0.00%             | 2025-07-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949467.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3249 | PA      | $3222.29      | 0.00%             | 2027-04-14      | Fixed         | 30.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6141502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5055 | PA      | $4795.71      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6328930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      49954 | PA      | $46204.66     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5995661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10383 | PA      | $10019.97     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         49 | PA      | $49.11        | 0.00%             | 2024-02-15      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4879141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2519 | PA      | $1974.42      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048706.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11627 | PA      | $834.21       | 0.00%             | 2026-11-15      | Fixed         | 18.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5906756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2893 | PA      | $2115.60      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15597460.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28930 | PA      | $29118.52     | 0.00%             | 2027-06-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5813818.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1034 | PA      | $1006.06      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6013827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8736 | PA      | $8342.67      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         21 | PA      | $21.06        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6280574.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2122 | PA      | $1973.51      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16724945.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47276 | PA      | $47740.30     | 0.00%             | 2027-08-03      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1702737.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7151 | PA      | $6870.00      | 0.00%             | 2025-01-18      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31413GK90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7483 | PA      | $7526.01      | 0.00%             | 2037-08-01      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048362.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        781 | PA      | $768.82       | 0.00%             | 2026-11-15      | Fixed         | 30.10%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31407PJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4759 | PA      | $4687.94      | 0.00%             | 2035-10-01      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991900934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        220 | PA      | $221.42       | 0.00%             | 2025-02-13      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 165148027.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10504 | PA      | $10279.92     | 0.00%             | 2025-01-21      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Comision Federal de Electricidad                                                   | Comision Federal de Electricidad                                                   | CUSIP: 200447AF7<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    6300000 | PA      | $6088162.50   | 0.24%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17458369.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8814 | PA      | $8966.57      | 0.00%             | 2027-09-25      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5676060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5181 | PA      | $4413.45      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15682350.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19728 | PA      | $19541.99     | 0.00%             | 2027-08-05      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1700598.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3049 | PA      | $2984.26      | 0.00%             | 2025-02-05      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9689 | PA      | $9605.77      | 0.00%             | 2027-02-11      | Fixed         | 25.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991871804.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        377 | PA      | $383.07       | 0.00%             | 2025-02-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2272259.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3353 | PA      | $3317.14      | 0.00%             | 2026-12-22      | Fixed         | 15.03%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 161969346.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5060 | PA      | $4906.19      | 0.00%             | 2024-12-05      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5980980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1814 | PA      | $1771.16      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606988.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5557 | PA      | $390.16       | 0.00%             | 2025-02-10      | Fixed         | 30.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15422820.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25014 | PA      | $25202.75     | 0.00%             | 2027-08-07      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31364SPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3830 | PA      | $3699.94      | 0.00%             | 2030-09-01      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5945826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1030 | PA      | $970.18       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127037.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3094 | PA      | $2935.26      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-10235724.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40933 | PA      | $11671.77     | 0.00%             | 2026-08-20      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4061 | PA      | $3671.00      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 166629231.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        336 | PA      | $55.38        | 0.00%             | 2033-02-26      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6210266.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4324 | PA      | $4074.84      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5873421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6675 | PA      | $6495.99      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991848153.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $58.97        | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991821588.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        249 | PA      | $247.70       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14163708.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29434 | PA      | $6405.56      | 0.00%             | 2027-06-19      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432554.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11053 | PA      | $10949.74     | 0.00%             | 2025-01-14      | Fixed         | 7.39%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5462926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3148 | PA      | $1014.89      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2627 | PA      | $2447.02      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950382.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        791 | PA      | $781.24       | 0.00%             | 2025-04-14      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14194952.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18626 | PA      | $18755.83     | 0.00%             | 2027-06-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609082.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18374 | PA      | $18195.33     | 0.00%             | 2027-02-10      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6207836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        689 | PA      | $662.59       | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15576269.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11145 | PA      | $11054.81     | 0.00%             | 2025-08-13      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188615522.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14339 | PA      | $13959.79     | 0.00%             | 2027-04-21      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 141079587.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6926 | PA      | $809.00       | 0.00%             | 2023-10-12      | Fixed         | 26.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991840432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        103 | PA      | $105.28       | 0.00%             | 2024-02-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949934.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1443 | PA      | $860.27       | 0.00%             | 2027-04-14      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299952.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3216 | PA      | $500.80       | 0.00%             | 2026-12-22      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1422 | PA      | $1368.67      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6204748.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3157 | PA      | $2885.06      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5557596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12687 | PA      | $12076.13     | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5102362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26662 | PA      | $12672.22     | 0.00%             | 2023-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435560.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22340 | PA      | $22179.44     | 0.00%             | 2027-01-14      | Fixed         | 10.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604725.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2851 | PA      | $2821.82      | 0.00%             | 2027-02-10      | Fixed         | 13.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6020766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1753 | PA      | $1326.82      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5987281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        379 | PA      | $357.92       | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433061.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6884 | PA      | $6838.05      | 0.00%             | 2027-06-14      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5780407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4779 | PA      | $4678.22      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991852815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         43 | PA      | $43.20        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14058166.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13265 | PA      | $13402.37     | 0.00%             | 2026-06-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613943.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3494 | PA      | $3463.79      | 0.00%             | 2027-02-11      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6051389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19498 | PA      | $18579.10     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5777177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3042 | PA      | $2321.05      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6353428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16776 | PA      | $15667.62     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5578946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2042 | PA      | $1983.31      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14304933.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9779 | PA      | $9800.14      | 0.00%             | 2025-05-12      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5566138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1915 | PA      | $1829.07      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 155717890.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3826 | PA      | $3727.31      | 0.00%             | 2024-07-23      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5455396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14197 | PA      | $12576.85     | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991851600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        308 | PA      | $315.04       | 0.00%             | 2025-02-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6241640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6159 | PA      | $5883.12      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188619005.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5756 | PA      | $5690.17      | 0.00%             | 2027-04-21      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057334.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20284 | PA      | $20485.28     | 0.00%             | 2026-06-18      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4799750.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3222 | PA      | $1159.94      | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136552.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14995 | PA      | $14261.60     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21649 | PA      | $20427.74     | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10037 | PA      | $9598.73      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1687826.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10160 | PA      | $9780.90      | 0.00%             | 2027-01-12      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6039096.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7379 | PA      | $6953.56      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608705.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10305 | PA      | $10215.81     | 0.00%             | 2027-02-11      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31411YBZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14797 | PA      | $14533.52     | 0.00%             | 2037-04-01      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5957727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28387 | PA      | $27020.60     | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        707 | PA      | $650.21       | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4561400.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19376 | PA      | $7921.88      | 0.00%             | 2023-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        290 | PA      | $196.06       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Korea Electric Power Corp.                                                         | Korea Electric Power Corp.                                                         | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    2800000 | PA      | $2830555.17   | 0.11%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11810142.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21180 | PA      | $21511.68     | 0.00%             | 2027-02-21      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046957.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8791 | PA      | $631.65       | 0.00%             | 2026-11-15      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          2 | PA      | $1.55         | 0.00%             | 2028-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615245.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7216 | PA      | $7154.71      | 0.00%             | 2027-02-11      | Fixed         | 27.79%                | No            |                  3 | On Loan: No      |
| Magnetite XXVI Ltd.                                                                | Magnetite XXVI Ltd., Series 2020-26A, Class A1R                                    | CUSIP: 55954YAJ4<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $19760000.00  | 0.76%             | 2034-07-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991827100.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        229 | PA      | $158.23       | 0.00%             | 2025-02-14      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         11 | PA      | $11.22        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 167727983.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        552 | PA      | $548.13       | 0.00%             | 2023-03-05      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298033.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14258 | PA      | $14072.80     | 0.00%             | 2026-12-22      | Fixed         | 21.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991872326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3969 | PA      | $2654.52      | 0.00%             | 2025-02-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6150109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3671 | PA      | $3506.71      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4007 | PA      | $280.81       | 0.00%             | 2025-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 139794780.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2677 | PA      | $2679.96      | 0.00%             | 2023-10-01      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814338.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         27 | PA      | $26.87        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607306.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2698 | PA      | $2673.83      | 0.00%             | 2027-02-10      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5834772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1478 | PA      | $1436.33      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6231 | PA      | $5975.06      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438010.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        100 | PA      | $98.94        | 0.00%             | 2025-01-18      | Fixed         | 11.18%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                                          | CIM Trust, Series 2019-INV1, Class A1                                              | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104717 | PA      | $99973.09     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991833637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        615 | PA      | $624.68       | 0.00%             | 2025-02-13      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5588652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1430 | PA      | $790.15       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991872148.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3895 | PA      | $787.68       | 0.00%             | 2025-02-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2498 | PA      | $2393.08      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5910810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2219 | PA      | $1987.10      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4207561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1742 | PA      | $115.28       | 0.00%             | 2032-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15706980.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7358 | PA      | $1637.62      | 0.00%             | 2027-07-03      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991841512.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         31 | PA      | $31.20        | 0.00%             | 2024-02-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5901447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3857 | PA      | $3769.90      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423719.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12543 | PA      | $12447.43     | 0.00%             | 2027-01-13      | Fixed         | 8.04%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6183824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1206 | PA      | $1145.25      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5044128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        282 | PA      | $275.39       | 0.00%             | 2023-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188528665.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6434 | PA      | $6294.64      | 0.00%             | 2027-04-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4006108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3609 | PA      | $147.44       | 0.00%             | 2032-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5912008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        945 | PA      | $915.85       | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047926.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11847 | PA      | $11772.34     | 0.00%             | 2026-11-15      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955795.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2720 | PA      | $2633.47      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5991665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5109 | PA      | $4330.48      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5630388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1621 | PA      | $1271.95      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1657446.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13250 | PA      | $12977.63     | 0.00%             | 2024-10-29      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6275569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23455 | PA      | $21609.65     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6289495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15882 | PA      | $14853.70     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5927186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9131 | PA      | $7850.96      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5865058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10315 | PA      | $9975.66      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298051.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3357 | PA      | $3331.16      | 0.00%             | 2024-12-22      | Fixed         | 10.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885617.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42272 | PA      | $42111.26     | 0.00%             | 2026-10-20      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31407BZK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12214 | PA      | $11925.05     | 0.00%             | 2035-07-01      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6005795.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3328 | PA      | $2574.93      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        932 | PA      | $883.85       | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2406128.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1415 | PA      | $1400.92      | 0.00%             | 2025-01-18      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4796271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2362 | PA      | $1433.02      | 0.00%             | 2023-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1887293.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9990 | PA      | $9942.25      | 0.00%             | 2028-10-20      | Fixed         | 25.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5821903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11935 | PA      | $11596.72     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614310.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2083 | PA      | $1250.71      | 0.00%             | 2027-02-11      | Fixed         | 33.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432796.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2090 | PA      | $2075.08      | 0.00%             | 2027-01-14      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613671.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7547 | PA      | $7472.46      | 0.00%             | 2027-02-11      | Fixed         | 21.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14709072.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19010 | PA      | $19218.25     | 0.00%             | 2027-07-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048749.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2280 | PA      | $2265.78      | 0.00%             | 2026-11-15      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14866235.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45269 | PA      | $45835.16     | 0.00%             | 2027-07-17      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048001.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3237 | PA      | $3209.13      | 0.00%             | 2024-11-15      | Fixed         | 10.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6153575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3792 | PA      | $3402.41      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14689106.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7539 | PA      | $7621.15      | 0.00%             | 2024-06-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188229601.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18181 | PA      | $17494.84     | 0.00%             | 2027-04-14      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991851736.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        132 | PA      | $132.32       | 0.00%             | 2024-02-14      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2645 | PA      | $2563.83      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037872.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5607 | PA      | $5438.16      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5403119.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11515 | PA      | $10613.45     | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5978518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14654 | PA      | $14012.88     | 0.00%             | 2024-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15458893.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20066 | PA      | $20150.27     | 0.00%             | 2026-08-15      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 25041265.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2030 | PA      | $2034.42      | 0.00%             | 2023-12-14      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616204.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3613 | PA      | $2143.01      | 0.00%             | 2027-02-14      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431105.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1438 | PA      | $1426.35      | 0.00%             | 2025-01-14      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608113.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3125 | PA      | $3087.86      | 0.00%             | 2027-02-10      | Fixed         | 28.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991967241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        171 | PA      | $173.54       | 0.00%             | 2025-02-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 3136056A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         18 | PA      | $17.61        | 0.00%             | 2025-12-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613227.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1320 | PA      | $95.52        | 0.00%             | 2025-02-11      | Fixed         | 24.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        501 | PA      | $35.18        | 0.00%             | 2025-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5830414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4557 | PA      | $4454.16      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14194032.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22685 | PA      | $23013.98     | 0.00%             | 2027-06-17      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689608.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13406 | PA      | $12963.84     | 0.00%             | 2027-01-14      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296331.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2664 | PA      | $2653.26      | 0.00%             | 2026-12-22      | Fixed         | 29.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15584390.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7579 | PA      | $7507.23      | 0.00%             | 2025-08-15      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6249933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9778 | PA      | $9381.35      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5820559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5046 | PA      | $4765.86      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5561345.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1472 | PA      | $1396.78      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6286798.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5852 | PA      | $5443.94      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991848073.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        352 | PA      | $365.96       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6122715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      54193 | PA      | $50855.14     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17492407.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6143 | PA      | $6152.45      | 0.00%             | 2025-09-27      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11750170.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18026 | PA      | $2105.23      | 0.00%             | 2027-02-04      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305570.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1616 | PA      | $1415.39      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6012348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3980 | PA      | $3810.65      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4623403.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        980 | PA      | $423.35       | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                                                         | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class A1                              | CUSIP: 09631BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3130000 | PA      | $3092555.91   | 0.12%             | 2034-04-19      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616432.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6982 | PA      | $6887.36      | 0.00%             | 2027-02-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146382976.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5442 | PA      | $5349.32      | 0.00%             | 2024-01-24      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8774 | PA      | $8716.46      | 0.00%             | 2027-01-14      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14182518.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17534 | PA      | $17762.82     | 0.00%             | 2025-06-18      | Fixed         | 7.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2063 | PA      | $1960.91      | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14996949.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14396 | PA      | $14599.03     | 0.00%             | 2027-07-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1648681.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4916 | PA      | $4745.71      | 0.00%             | 2026-11-01      | Fixed         | 12.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6158051.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11055 | PA      | $10533.70     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14107541.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12105 | PA      | $12270.44     | 0.00%             | 2025-06-18      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047813.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2322 | PA      | $344.74       | 0.00%             | 2026-11-15      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708001.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7308 | PA      | $7049.65      | 0.00%             | 2025-02-15      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951296.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10396 | PA      | $750.03       | 0.00%             | 2027-04-14      | Fixed         | 16.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5075271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2155 | PA      | $869.71       | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6303407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7397 | PA      | $6912.45      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436617.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4385 | PA      | $589.06       | 0.00%             | 2027-01-18      | Fixed         | 8.87%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2275119.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24718 | PA      | $24548.07     | 0.00%             | 2026-12-22      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1713484.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6737 | PA      | $6712.37      | 0.00%             | 2026-09-15      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 22861454.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1288 | PA      | $1298.43      | 0.00%             | 2023-08-19      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6010152.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14205 | PA      | $13482.75     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 156001816.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7324 | PA      | $7113.81      | 0.00%             | 2025-01-12      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162767538.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6861 | PA      | $6589.65      | 0.00%             | 2024-12-04      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5238450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1604 | PA      | $963.27       | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950045.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        747 | PA      | $737.04       | 0.00%             | 2025-04-14      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6007695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8907 | PA      | $8405.85      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6159420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18432 | PA      | $17596.07     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3297660.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        556 | PA      | $1.89         | 0.00%             | 2023-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2300319.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3448 | PA      | $3424.46      | 0.00%             | 2026-12-22      | Fixed         | 9.33%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 154020911.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7843 | PA      | $7638.29      | 0.00%             | 2024-07-22      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295070.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8130 | PA      | $7730.38      | 0.00%             | 2026-12-22      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6274084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3586 | PA      | $3213.21      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615349.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1275 | PA      | $1258.66      | 0.00%             | 2025-02-11      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991839992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         45 | PA      | $45.80        | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024225.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5100 | PA      | $4829.27      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3419699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10480 | PA      | $55.75        | 0.00%             | 2023-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11743539.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21614 | PA      | $21648.05     | 0.00%             | 2026-12-23      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14688354.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23687 | PA      | $23858.60     | 0.00%             | 2027-06-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14688586.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25009 | PA      | $25364.59     | 0.00%             | 2027-07-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5981046.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5703 | PA      | $4165.16      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        116 | PA      | $115.79       | 0.00%             | 2024-02-15      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157585737.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6560 | PA      | $6383.50      | 0.00%             | 2024-08-28      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6149301.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16696 | PA      | $14323.54     | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                                  | HSBC Holdings plc                                                                  | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $5884078.56   | 0.23%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820548.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1611 | PA      | $1634.74      | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15741019.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18985 | PA      | $19122.59     | 0.00%             | 2027-08-21      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5678542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4711 | PA      | $4579.99      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843868.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        234 | PA      | $244.11       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614413.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23859 | PA      | $23624.55     | 0.00%             | 2027-02-11      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4122205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        556 | PA      | $34.87        | 0.00%             | 2032-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047393.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8278 | PA      | $8175.47      | 0.00%             | 2026-11-15      | Fixed         | 14.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        219 | PA      | $15.32        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6125412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7350 | PA      | $6982.69      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4894121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        687 | PA      | $607.29       | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6287618.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34498 | PA      | $32268.30     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                         | BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class A              | CUSIP: 05526QAA4<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $564808.86    | 0.02%             | 2033-04-14      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11733135.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8049 | PA      | $8159.28      | 0.00%             | 2025-12-22      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165650569.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17071 | PA      | $5934.84      | 0.00%             | 2025-09-30      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6059039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1028 | PA      | $958.05       | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2419915.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1755 | PA      | $509.15       | 0.00%             | 2027-01-13      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| DISH DBS Corp.                                                                     | DISH DBS Corp.                                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2245750.00   | 0.09%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297392.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1864 | PA      | $1855.03      | 0.00%             | 2026-12-22      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14184679.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8001 | PA      | $8068.46      | 0.00%             | 2024-06-17      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 167708608.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        805 | PA      | $806.04       | 0.00%             | 2023-03-11      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1865153.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6232 | PA      | $6209.02      | 0.00%             | 2026-10-20      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5990349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3448 | PA      | $3298.42      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991736378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2650 | PA      | $375.21       | 0.00%             | 2025-02-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2439 | PA      | $2320.66      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                     | Home Partners of America Trust, Series 2021-3, Class B                             | CUSIP: 43730XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1397044 | PA      | $1207714.58   | 0.05%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5757404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        386 | PA      | $375.30       | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5382840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        958 | PA      | $894.88       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5998066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2740 | PA      | $2637.60      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15602610.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8843 | PA      | $8846.67      | 0.00%             | 2025-08-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4535094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3360 | PA      | $1352.82      | 0.00%             | 2023-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2235699.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6045 | PA      | $5746.67      | 0.00%             | 2026-12-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6139899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5396 | PA      | $5120.95      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432066.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13036 | PA      | $12943.09     | 0.00%             | 2027-01-14      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5925367.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1094 | PA      | $1028.33      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5990620.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8315 | PA      | $7985.93      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        422 | PA      | $399.49       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5720322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2452 | PA      | $2262.30      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5473225.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        523 | PA      | $379.28       | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5395836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        140 | PA      | $136.73       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11752109.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9104 | PA      | $9126.93      | 0.00%             | 2026-12-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047716.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5810 | PA      | $5773.38      | 0.00%             | 2024-11-15      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686267.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8627 | PA      | $8229.42      | 0.00%             | 2026-12-15      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951012.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10268 | PA      | $10221.61     | 0.00%             | 2027-04-14      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5990718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      74596 | PA      | $60420.08     | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188592862.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6419 | PA      | $6401.01      | 0.00%             | 2025-04-24      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6280119.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6949 | PA      | $6409.92      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425994.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        718 | PA      | $709.90       | 0.00%             | 2025-01-13      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142149600.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2808 | PA      | $2765.14      | 0.00%             | 2023-10-25      | Fixed         | 11.06%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162957826.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        937 | PA      | $778.17       | 0.00%             | 2033-02-24      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11798519.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6084 | PA      | $6148.54      | 0.00%             | 2024-02-22      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434176.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18960 | PA      | $1326.64      | 0.00%             | 2027-06-18      | Fixed         | 21.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991810229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1105 | PA      | $1112.79      | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410GMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18527 | PA      | $18914.59     | 0.00%             | 2037-08-01      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5066380.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        535 | PA      | $524.98       | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686606.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28931 | PA      | $27877.90     | 0.00%             | 2026-12-16      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5593657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2181 | PA      | $2121.37      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        460 | PA      | $468.05       | 0.00%             | 2025-02-13      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4848330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35781 | PA      | $18402.97     | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Homes 4 Rent Trust                                                        | American Homes 4 Rent Trust, Series 2015-SFR1, Class A                             | CUSIP: 02666AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5250515 | PA      | $5076522.73   | 0.20%             | 2052-04-17      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437623.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2174 | PA      | $2145.67      | 0.00%             | 2025-01-18      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5848218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4883 | PA      | $4738.08      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12270423.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6715 | PA      | $6684.14      | 0.00%             | 2027-03-16      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24938220.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10811 | PA      | $11296.38     | 0.00%             | 2024-12-03      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6283515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4071 | PA      | $3774.19      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991840626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          7 | PA      | $6.53         | 0.00%             | 2025-02-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        725 | PA      | $754.69       | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5867284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4814 | PA      | $3194.28      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17112059.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22011 | PA      | $22238.56     | 0.00%             | 2027-08-11      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431902.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1820 | PA      | $1805.40      | 0.00%             | 2025-01-14      | Fixed         | 19.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2292250.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9590 | PA      | $9501.71      | 0.00%             | 2026-12-21      | Fixed         | 12.42%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1687832.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10401 | PA      | $9913.86      | 0.00%             | 2027-01-12      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        455 | PA      | $430.54       | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4585539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        708 | PA      | $142.94       | 0.00%             | 2023-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302943.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1415 | PA      | $1300.50      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235119.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1117 | PA      | $1073.44      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5857521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        859 | PA      | $838.42       | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991762564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        353 | PA      | $359.56       | 0.00%             | 2025-02-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13914635.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18390 | PA      | $18258.27     | 0.00%             | 2027-06-10      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1762446.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8165 | PA      | $7865.71      | 0.00%             | 2025-04-19      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605310.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5750 | PA      | $5692.28      | 0.00%             | 2027-02-10      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4229796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2213 | PA      | $167.23       | 0.00%             | 2032-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057653.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14529 | PA      | $14734.74     | 0.00%             | 2025-06-20      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Galaxy XXVII CLO Ltd.                                                              | Galaxy XXVII CLO Ltd., Series 2018-27A, Class A                                    | CUSIP: 36320UAC4<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1485121.63   | 0.06%             | 2031-05-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605072.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2421 | PA      | $2400.18      | 0.00%             | 2027-02-14      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815858.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          1 | PA      | $1.09         | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6003010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1924 | PA      | $1472.11      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15576572.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18723 | PA      | $11574.23     | 0.00%             | 2027-08-11      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         80 | PA      | $81.60        | 0.00%             | 2025-02-16      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3336181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7935 | PA      | $48.62        | 0.00%             | 2023-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6141010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11045 | PA      | $10589.44     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6178370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      57677 | PA      | $54644.64     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        102 | PA      | $98.63        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991734362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        976 | PA      | $996.27       | 0.00%             | 2025-02-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 166949020.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9344 | PA      | $8152.31      | 0.00%             | 2025-04-19      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385HJD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        870 | PA      | $882.59       | 0.00%             | 2034-09-01      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6270706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15046 | PA      | $14129.79     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5173851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1490 | PA      | $1404.62      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42590 | PA      | $39431.16     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6063093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3406 | PA      | $3263.72      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1673258.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7258 | PA      | $6925.32      | 0.00%             | 2026-12-15      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2417962.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4103 | PA      | $4080.07      | 0.00%             | 2027-01-13      | Fixed         | 5.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5271811.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10812 | PA      | $10517.74     | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14865118.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5764 | PA      | $5831.01      | 0.00%             | 2024-06-06      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428770.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3891 | PA      | $3834.74      | 0.00%             | 2025-01-13      | Fixed         | 24.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2300051.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11246 | PA      | $794.71       | 0.00%             | 2026-12-22      | Fixed         | 26.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5198069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2590 | PA      | $2104.17      | 0.00%             | 2023-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6306494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23285 | PA      | $21699.50     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Caterpillar Financial Services Corp.                                               | Caterpillar Financial Services Corp.                                               | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1029086.53   | 0.04%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5766125.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1731 | PA      | $1645.92      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 153720322.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7315 | PA      | $7115.56      | 0.00%             | 2024-06-20      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991777925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         69 | PA      | $70.64        | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                                       | Exelon Corp.                                                                       | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6728730.82   | 0.26%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950678.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1716 | PA      | $1699.06      | 0.00%             | 2025-04-14      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5062766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1300 | PA      | $1136.48      | 0.00%             | 2023-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434166.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34901 | PA      | $34393.91     | 0.00%             | 2027-01-14      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298230.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        668 | PA      | $662.36       | 0.00%             | 2024-12-22      | Fixed         | 8.66%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5615388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2325 | PA      | $1927.95      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1885346.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2417 | PA      | $2395.59      | 0.00%             | 2026-10-20      | Fixed         | 12.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16532 | PA      | $15365.07     | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991821559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        581 | PA      | $583.47       | 0.00%             | 2025-02-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427919.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8883 | PA      | $8828.41      | 0.00%             | 2027-01-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5819441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3101 | PA      | $3003.87      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                           | U.S. Treasury Notes                                                                | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27000000 | PA      | $24633281.25  | 0.95%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991801416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        552 | PA      | $576.31       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4873181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        461 | PA      | $284.54       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6005945.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1712 | PA      | $1564.50      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6220117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        796 | PA      | $702.37       | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5575988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1093 | PA      | $1005.75      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293479.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        666 | PA      | $659.47       | 0.00%             | 2024-12-21      | Fixed         | 7.90%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046828.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3267 | PA      | $3240.18      | 0.00%             | 2024-11-15      | Fixed         | 12.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430606.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11410 | PA      | $11243.54     | 0.00%             | 2027-01-14      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5832642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1417 | PA      | $1380.47      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-52, Class PT | CUSIP: 21056JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     642652 | PA      | $610957.93    | 0.02%             | 2045-01-15      | Variable      | 15.43%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5077862.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8864 | PA      | $8253.74      | 0.00%             | 2023-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430462.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20800 | PA      | $20643.90     | 0.00%             | 2027-01-14      | Fixed         | 8.40%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1815 | PA      | $1339.19      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434103.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1063 | PA      | $1055.99      | 0.00%             | 2027-01-14      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809041.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         74 | PA      | $76.24        | 0.00%             | 2024-02-15      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438913.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1589 | PA      | $470.41       | 0.00%             | 2027-01-18      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5806492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1306 | PA      | $1275.81      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6140955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3627 | PA      | $3461.40      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6183450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15320 | PA      | $13267.70     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047798.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3189 | PA      | $3161.85      | 0.00%             | 2024-11-15      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1720965.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21428 | PA      | $20657.03     | 0.00%             | 2027-02-15      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432494.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3460 | PA      | $3418.55      | 0.00%             | 2027-01-14      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165101135.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1170 | PA      | $1166.28      | 0.00%             | 2033-01-22      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838509.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         96 | PA      | $98.67        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049409.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8957 | PA      | $8888.92      | 0.00%             | 2026-11-15      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5004401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5151 | PA      | $4762.35      | 0.00%             | 2023-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613656.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1676 | PA      | $1651.46      | 0.00%             | 2027-02-11      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6225285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6006 | PA      | $5576.62      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11877563.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4473 | PA      | $4515.95      | 0.00%             | 2024-02-21      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6313192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     112850 | PA      | $105140.00    | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686609.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6768 | PA      | $6531.17      | 0.00%             | 2024-12-16      | Fixed         | 11.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227620.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9544 | PA      | $7618.35      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1372 | PA      | $1374.06      | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6289390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36495 | PA      | $33880.90     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5890762.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2401 | PA      | $2300.27      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4681090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1211 | PA      | $235.24       | 0.00%             | 2023-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1720989.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3348 | PA      | $3181.20      | 0.00%             | 2027-02-15      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5889661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11607 | PA      | $8956.30      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5268782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        116 | PA      | $114.09       | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        806 | PA      | $510.89       | 0.00%             | 2025-02-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31405KZ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3588 | PA      | $3513.36      | 0.00%             | 2034-09-01      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4044447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14344 | PA      | $647.11       | 0.00%             | 2032-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604424.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8739 | PA      | $8659.23      | 0.00%             | 2027-02-10      | Fixed         | 24.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298308.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $15.52        | 0.00%             | 2024-12-22      | Fixed         | 10.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991834349.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        118 | PA      | $123.35       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1680421.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6825 | PA      | $6588.55      | 0.00%             | 2024-12-17      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6362029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45960 | PA      | $42406.69     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13463 | PA      | $12525.40     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951160.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2402 | PA      | $2367.62      | 0.00%             | 2027-04-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5963650.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10819 | PA      | $10144.83     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5564661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4387 | PA      | $3176.65      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         23 | PA      | $21.39        | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616297.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5342 | PA      | $379.22       | 0.00%             | 2027-02-14      | Fixed         | 29.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         45 | PA      | $14.71        | 0.00%             | 2023-11-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31362J5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        249 | PA      | $245.21       | 0.00%             | 2027-07-01      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 166908304.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14493 | PA      | $12698.12     | 0.00%             | 2025-04-18      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165924076.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10397 | PA      | $9837.28      | 0.00%             | 2025-04-04      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2526 | PA      | $2253.17      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436835.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13091 | PA      | $13005.47     | 0.00%             | 2027-01-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1680019.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13719 | PA      | $13240.95     | 0.00%             | 2024-12-16      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          8 | PA      | $7.97         | 0.00%             | 2024-02-15      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Cencosud SA                                                                        | Cencosud SA                                                                        | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    2900000 | PA      | $2801719.00   | 0.11%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293852.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22354 | PA      | $5455.14      | 0.00%             | 2026-12-21      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057201.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10983 | PA      | $11038.33     | 0.00%             | 2027-06-18      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1693 | PA      | $1626.33      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11934555.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12783 | PA      | $12894.80     | 0.00%             | 2026-02-22      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188535698.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14510 | PA      | $13921.06     | 0.00%             | 2027-04-20      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047533.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2789 | PA      | $199.28       | 0.00%             | 2026-11-15      | Fixed         | 27.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612768.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7083 | PA      | $7003.66      | 0.00%             | 2027-07-11      | Fixed         | 25.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4513804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        230 | PA      | $96.52        | 0.00%             | 2023-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6051791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9227 | PA      | $8781.89      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                                                   | Deutsche Bank AG                                                                   | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6600000 | PA      | $6768924.69   | 0.26%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6146325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19658 | PA      | $17622.67     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991856699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        108 | PA      | $110.59       | 0.00%             | 2024-02-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17418426.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23626 | PA      | $23854.53     | 0.00%             | 2027-09-26      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14987575.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13272 | PA      | $13299.99     | 0.00%             | 2025-07-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3549 | PA      | $3304.37      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1721877.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7334 | PA      | $7030.01      | 0.00%             | 2025-02-15      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5779710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1746 | PA      | $1688.85      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5655108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5557 | PA      | $5313.52      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5271 | PA      | $4584.66      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31382UUW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5636 | PA      | $5439.88      | 0.00%             | 2028-12-01      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6134305.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47363 | PA      | $44956.62     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991924629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         24 | PA      | $24.36        | 0.00%             | 2025-02-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6238744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1274 | PA      | $1076.73      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    9125000 | PA      | $-362736.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                        | Prosper Pass-Thru Trust III, Series 2020-PT3, Class A                              | CUSIP: 74360NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     132915 | PA      | $126358.26    | 0.00%             | 2026-05-15      | Variable      | 19.75%                | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14199438.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16714 | PA      | $1644.40      | 0.00%             | 2025-06-19      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5500000 | PA      | $-559213.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4404 | PA      | $4179.15      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385JFP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11781 | PA      | $11621.07     | 0.00%             | 2031-10-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1708223.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3276 | PA      | $3262.49      | 0.00%             | 2026-09-15      | Fixed         | 31.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13840262.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11435 | PA      | $11375.82     | 0.00%             | 2027-05-21      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950213.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2478 | PA      | $2454.34      | 0.00%             | 2025-04-14      | Fixed         | 8.77%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991810584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        787 | PA      | $817.46       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299053.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3987 | PA      | $3950.35      | 0.00%             | 2024-12-22      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296874.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        974 | PA      | $925.88       | 0.00%             | 2026-12-22      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5254509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        489 | PA      | $312.34       | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        587 | PA      | $549.92       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5943191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1720 | PA      | $1605.25      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5617879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8552 | PA      | $6933.18      | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5856160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4400 | PA      | $4252.12      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5368635.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        549 | PA      | $526.75       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1665225.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5926 | PA      | $5649.85      | 0.00%             | 2026-11-11      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15039779.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20304 | PA      | $20473.47     | 0.00%             | 2027-07-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46188 | PA      | $42532.75     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6166228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3070 | PA      | $2917.95      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436053.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38190 | PA      | $37834.83     | 0.00%             | 2027-01-18      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6209779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9289 | PA      | $7004.30      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6027119.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35309 | PA      | $28643.60     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5216390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1457 | PA      | $1393.41      | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         81 | PA      | $82.29        | 0.00%             | 2025-02-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15869410.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9135 | PA      | $9254.78      | 0.00%             | 2024-08-14      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31414BLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229540 | PA      | $227939.97    | 0.01%             | 2038-01-01      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608693.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1432 | PA      | $1419.39      | 0.00%             | 2027-02-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6276631.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4007 | PA      | $3739.72      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6270448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3229 | PA      | $3014.59      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188534183.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2840 | PA      | $2838.97      | 0.00%             | 2025-04-22      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385Y6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21973 | PA      | $21469.85     | 0.00%             | 2030-11-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6204171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1951 | PA      | $1848.57      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1653758.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33876 | PA      | $7197.57      | 0.00%             | 2026-11-10      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14346063.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23055 | PA      | $23261.81     | 0.00%             | 2027-06-27      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2602512.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4512 | PA      | $327.43       | 0.00%             | 2025-02-10      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991837093.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         84 | PA      | $6.07         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127261.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        572 | PA      | $537.25       | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6274675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6511 | PA      | $5976.41      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6209940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1873 | PA      | $1764.94      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715513.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23959 | PA      | $23742.01     | 0.00%             | 2026-09-15      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6228049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12375 | PA      | $11632.84     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2041 | PA      | $1914.90      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057681.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11063 | PA      | $11244.49     | 0.00%             | 2027-07-20      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 143737299.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6431 | PA      | $6314.61      | 0.00%             | 2023-12-18      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15576948.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32573 | PA      | $32978.80     | 0.00%             | 2027-08-01      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094961.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        675 | PA      | $670.98       | 0.00%             | 2024-11-22      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15653357.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7516 | PA      | $7507.09      | 0.00%             | 2027-07-04      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5701725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1227 | PA      | $1191.90      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297623.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3151 | PA      | $3119.34      | 0.00%             | 2026-12-22      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991898060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        289 | PA      | $293.24       | 0.00%             | 2025-02-12      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5075710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3199 | PA      | $2896.83      | 0.00%             | 2023-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096413.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13016 | PA      | $12920.47     | 0.00%             | 2024-11-22      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299086.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3282 | PA      | $83.29        | 0.00%             | 2026-12-22      | Fixed         | 22.64%                | No            |                  3 | On Loan: No      |
| New York State Urban Development Corp.                                             | New York State Urban Development Corp., Series 2019 B                              | CUSIP: 64985TBA8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    8750000 | PA      | $8201832.63   | 0.32%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610465.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20884 | PA      | $20764.43     | 0.00%             | 2027-02-11      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 23091427.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15430 | PA      | $1265.10      | 0.00%             | 2024-10-08      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951584.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7199 | PA      | $7108.21      | 0.00%             | 2027-04-14      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048391.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2061 | PA      | $145.65       | 0.00%             | 2026-11-15      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430844.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13758 | PA      | $13628.91     | 0.00%             | 2027-01-14      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6362639.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3930 | PA      | $3657.59      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6030515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8643 | PA      | $8324.13      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15589159.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16853 | PA      | $16748.42     | 0.00%             | 2027-09-14      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4413064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1190 | PA      | $175.45       | 0.00%             | 2033-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5852404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3584 | PA      | $3474.91      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613750.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2329 | PA      | $2291.24      | 0.00%             | 2027-02-11      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4873268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6701 | PA      | $2581.44      | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 154810918.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7219 | PA      | $7127.89      | 0.00%             | 2024-07-25      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6035211.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        501 | PA      | $483.42       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949907.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3394 | PA      | $3364.77      | 0.00%             | 2027-04-14      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2046574.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1003 | PA      | $3.98         | 0.00%             | 2026-11-15      | Fixed         | 27.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604748.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3047 | PA      | $3014.28      | 0.00%             | 2025-02-10      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297741.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4905 | PA      | $4870.68      | 0.00%             | 2026-12-22      | Fixed         | 8.43%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5620474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        330 | PA      | $316.70       | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048194.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3761 | PA      | $266.97       | 0.00%             | 2026-11-15      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15499870.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28261 | PA      | $28500.66     | 0.00%             | 2027-08-21      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1709822.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13473 | PA      | $13007.67     | 0.00%             | 2027-02-17      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| RAAC Trust                                                                         | RAAC Trust, Series 2004-SP1, Class AII                                             | CUSIP: 7609855V9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      96218 | PA      | $93503.66     | 0.00%             | 2034-03-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5924092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        705 | PA      | $588.69       | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047759.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        737 | PA      | $732.45       | 0.00%             | 2024-11-15      | Fixed         | 17.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5856105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1178 | PA      | $501.50       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6315381.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5391 | PA      | $5051.62      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6053744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5229 | PA      | $4977.13      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 155232104.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3965 | PA      | $3855.75      | 0.00%             | 2024-07-15      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5893512.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7845 | PA      | $7475.05      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13483981.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11396 | PA      | $11410.56     | 0.00%             | 2027-05-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948841.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2991 | PA      | $2945.40      | 0.00%             | 2027-04-14      | Fixed         | 20.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437520.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4886 | PA      | $4588.56      | 0.00%             | 2027-01-18      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689332.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13721 | PA      | $13082.00     | 0.00%             | 2027-01-14      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991831745.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        272 | PA      | $279.36       | 0.00%             | 2025-02-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        639 | PA      | $599.92       | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11234 | PA      | $10711.58     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299026.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4061 | PA      | $4031.18      | 0.00%             | 2026-12-22      | Fixed         | 7.03%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094718.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8699 | PA      | $8674.98      | 0.00%             | 2026-11-22      | Fixed         | 27.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432761.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2190 | PA      | $2162.53      | 0.00%             | 2027-01-14      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6220076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3895 | PA      | $3397.89      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6007318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        921 | PA      | $869.28       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047240.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6997 | PA      | $6941.19      | 0.00%             | 2026-11-15      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15745396.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25568 | PA      | $25740.78     | 0.00%             | 2027-08-20      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049051.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23912 | PA      | $23720.59     | 0.00%             | 2026-11-15      | Fixed         | 7.06%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844908.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2139 | PA      | $2167.44      | 0.00%             | 2025-02-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6214438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        988 | PA      | $935.28       | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        837 | PA      | $100.73       | 0.00%             | 2025-02-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296751.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4921 | PA      | $4886.31      | 0.00%             | 2026-12-22      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5128536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2080 | PA      | $1974.91      | 0.00%             | 2023-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Netflix, Inc.                                                                      | Netflix, Inc.                                                                      | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3080919.50   | 0.12%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5893733.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1272 | PA      | $1137.71      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991840652.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        114 | PA      | $17.32        | 0.00%             | 2024-02-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5977060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5832 | PA      | $5708.07      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd.                                                              | Tencent Holdings Ltd.                                                              | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    3000000 | PA      | $2756484.54   | 0.11%             | 2026-01-26      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4345 | PA      | $4056.77      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3437194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1490 | PA      | $11.93        | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243470.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        823 | PA      | $744.50       | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6139718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1856 | PA      | $1782.78      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        161 | PA      | $169.56       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1769 | PA      | $1849.01      | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5954398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19991 | PA      | $19231.81     | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4280865.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7991 | PA      | $603.90       | 0.00%             | 2032-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15710954.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29208 | PA      | $29367.88     | 0.00%             | 2027-08-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6132801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30143 | PA      | $28763.30     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4872979.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2009 | PA      | $1578.14      | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1145 | PA      | $1079.04      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429354.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41120 | PA      | $40894.54     | 0.00%             | 2027-01-14      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2275604.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8452 | PA      | $2067.36      | 0.00%             | 2026-12-22      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5330101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13284 | PA      | $7836.10      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425483.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9423 | PA      | $9304.31      | 0.00%             | 2027-01-13      | Fixed         | 15.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6120727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2204 | PA      | $2081.43      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 25206108.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8055 | PA      | $8427.19      | 0.00%             | 2024-12-20      | Fixed         | 25.82%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157221111.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13401 | PA      | $13020.80     | 0.00%             | 2024-08-19      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049296.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6462 | PA      | $6410.61      | 0.00%             | 2027-04-15      | Fixed         | 30.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5557475.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1837 | PA      | $1794.99      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6280951.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23945 | PA      | $22247.64     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4708711.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        527 | PA      | $295.54       | 0.00%             | 2023-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949287.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4408 | PA      | $4334.06      | 0.00%             | 2025-04-14      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4873395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1336 | PA      | $954.90       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Protective Life Global Funding                                                     | Protective Life Global Funding                                                     | CUSIP: 74368CBL7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3838246.76   | 0.15%             | 2025-03-28      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5290407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11142 | PA      | $10820.11     | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 156008127.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15098 | PA      | $14909.88     | 0.00%             | 2024-07-26      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6154559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      82494 | PA      | $70814.29     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5720138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        253 | PA      | $249.69       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2588879.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1265 | PA      | $1258.36      | 0.00%             | 2027-02-11      | Fixed         | 7.55%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949810.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11300 | PA      | $11200.27     | 0.00%             | 2027-04-14      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5705420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1885 | PA      | $1837.12      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5381781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13189 | PA      | $12701.15     | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11934547.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9077 | PA      | $9071.22      | 0.00%             | 2025-02-21      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991762577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         29 | PA      | $29.04        | 0.00%             | 2024-02-13      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5902403.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1354 | PA      | $1305.99      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991839865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         64 | PA      | $0.22         | 0.00%             | 2025-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14991877.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9570 | PA      | $3367.62      | 0.00%             | 2027-07-11      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5901715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        615 | PA      | $604.48       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13969567.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18746 | PA      | $11515.82     | 0.00%             | 2027-06-09      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 155404759.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4527 | PA      | $4351.55      | 0.00%             | 2024-11-29      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162981224.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7083 | PA      | $6878.35      | 0.00%             | 2024-12-10      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31412EU61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8217 | PA      | $8133.07      | 0.00%             | 2037-05-01      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6058630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1660 | PA      | $1604.39      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1748282.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9103 | PA      | $0.00         | 0.00%             | 2025-04-13      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        601 | PA      | $43.65        | 0.00%             | 2024-02-14      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6105938.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22301 | PA      | $21360.70     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608785.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12278 | PA      | $12183.13     | 0.00%             | 2027-02-10      | Fixed         | 8.52%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        162 | PA      | $163.61       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423738.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2519 | PA      | $2494.19      | 0.00%             | 2027-01-13      | Fixed         | 10.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830633.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047068.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        947 | PA      | $936.48       | 0.00%             | 2026-11-15      | Fixed         | 12.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3344944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        877 | PA      | $8.23         | 0.00%             | 2023-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6355976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1387 | PA      | $1283.20      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23837 | PA      | $22674.26     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 160490410.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17536 | PA      | $16979.86     | 0.00%             | 2024-10-25      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607986.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19333 | PA      | $10960.69     | 0.00%             | 2029-02-10      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991810685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        164 | PA      | $172.82       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5991781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5176 | PA      | $4822.86      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6015911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1037 | PA      | $997.33       | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256728.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1221 | PA      | $1132.98      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5901781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3472 | PA      | $3163.16      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14917772.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7489 | PA      | $7549.67      | 0.00%             | 2027-07-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435979.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14798 | PA      | $14684.99     | 0.00%             | 2027-01-18      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5879343.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7078 | PA      | $6322.98      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5075922.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        559 | PA      | $276.23       | 0.00%             | 2023-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432353.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16568 | PA      | $16444.22     | 0.00%             | 2027-01-14      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429608.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7010 | PA      | $1046.41      | 0.00%             | 2027-01-14      | Fixed         | 24.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5671815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        275 | PA      | $263.11       | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA Connecticut Avenue Securities, Series 2016-C01, Class 1M2                     | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     657458 | PA      | $701706.18    | 0.03%             | 2028-08-25      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6036706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3094 | PA      | $2955.78      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612178.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2630 | PA      | $2582.37      | 0.00%             | 2027-02-11      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                             | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class A  | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $543797.94    | 0.02%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5114631.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2038 | PA      | $525.86       | 0.00%             | 2023-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1711818.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17092 | PA      | $8596.89      | 0.00%             | 2025-01-31      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6030686.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5427 | PA      | $5215.21      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5676317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3116 | PA      | $3022.65      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429588.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15283 | PA      | $15141.86     | 0.00%             | 2025-01-14      | Fixed         | 8.57%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14041540.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18892 | PA      | $19082.06     | 0.00%             | 2027-05-03      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6353710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12620 | PA      | $11653.46     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609793.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2232 | PA      | $160.51       | 0.00%             | 2027-12-11      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        100 | PA      | $102.66       | 0.00%             | 2025-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                         | Bio-Rad Laboratories, Inc.                                                         | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     900000 | PA      | $851384.39    | 0.03%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5972465.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        489 | PA      | $471.18       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811888.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         64 | PA      | $65.71        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991845273.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        308 | PA      | $316.16       | 0.00%             | 2024-02-15      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5720456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7677 | PA      | $7446.87      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431798.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11456 | PA      | $11390.75     | 0.00%             | 2027-01-14      | Fixed         | 6.68%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6017546.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4143 | PA      | $3738.41      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617246.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7079 | PA      | $7010.75      | 0.00%             | 2025-02-14      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7846 | PA      | $7447.16      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5624912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        753 | PA      | $654.24       | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429273.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        737 | PA      | $727.85       | 0.00%             | 2025-01-14      | Fixed         | 22.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        287 | PA      | $290.58       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3737 | PA      | $3399.49      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5665385.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2435 | PA      | $2358.26      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 167808300.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6898 | PA      | $6107.51      | 0.00%             | 2025-04-14      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423715.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        905 | PA      | $899.21       | 0.00%             | 2027-01-13      | Fixed         | 32.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6033376.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24860 | PA      | $24223.28     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991832753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        400 | PA      | $413.50       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11703116.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10527 | PA      | $10498.71     | 0.00%             | 2027-02-05      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         35 | PA      | $35.14        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5892541.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10601 | PA      | $10198.72     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6310796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7106 | PA      | $6587.19      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6067079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        672 | PA      | $617.43       | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4862453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3202 | PA      | $1890.04      | 0.00%             | 2023-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4655105.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1842 | PA      | $1024.31      | 0.00%             | 2023-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5812422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4509 | PA      | $4076.34      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430692.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7636 | PA      | $7567.22      | 0.00%             | 2027-01-14      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295385.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1688 | PA      | $121.42       | 0.00%             | 2024-12-21      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14194801.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18042 | PA      | $18334.26     | 0.00%             | 2027-06-20      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268002.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6202 | PA      | $5734.66      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of Montreal                                                                   | Bank of Montreal, Series H                                                         | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    9850000 | PA      | $9759357.64   | 0.38%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611149.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17849 | PA      | $17693.68     | 0.00%             | 2027-02-11      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6015 | PA      | $5602.60      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436109.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41683 | PA      | $41371.30     | 0.00%             | 2027-01-18      | Fixed         | 9.68%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1743968.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15032 | PA      | $14526.95     | 0.00%             | 2027-04-07      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6012726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2283 | PA      | $2167.59      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6248864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12047 | PA      | $11458.97     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165810247.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7486 | PA      | $7158.21      | 0.00%             | 2025-02-24      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294084.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1048 | PA      | $1039.08      | 0.00%             | 2024-12-21      | Fixed         | 17.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1717776.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2269 | PA      | $2156.94      | 0.00%             | 2026-09-15      | Fixed         | 30.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5894411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4009 | PA      | $3891.96      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951862.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1546 | PA      | $1532.94      | 0.00%             | 2027-04-14      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612478.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1422 | PA      | $1409.68      | 0.00%             | 2027-02-11      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 22994162.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11915 | PA      | $914.31       | 0.00%             | 2028-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17144021.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21606 | PA      | $21899.95     | 0.00%             | 2027-09-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617648.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8972 | PA      | $8888.26      | 0.00%             | 2027-02-14      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5397320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        944 | PA      | $925.03       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15532550.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7584 | PA      | $7689.14      | 0.00%             | 2024-06-30      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        620 | PA      | $647.02       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949268.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3997 | PA      | $3935.72      | 0.00%             | 2027-04-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250491.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4457 | PA      | $4236.36      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13751462.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34203 | PA      | $34743.46     | 0.00%             | 2027-05-28      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295296.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1205 | PA      | $85.48        | 0.00%             | 2026-12-21      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046484.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6889 | PA      | $6563.76      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Magnetite Xxix Ltd.                                                                | Magnetite XXIX Ltd., Series 2021-29A, Class A                                      | CUSIP: 55955KAA2<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |   21809000 | PA      | $21514886.35  | 0.83%             | 2034-01-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 143917879.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13756 | PA      | $13115.82     | 0.00%             | 2025-03-29      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429622.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4318 | PA      | $2278.90      | 0.00%             | 2027-01-14      | Fixed         | 15.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4606526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        462 | PA      | $103.45       | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5614120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2110 | PA      | $2009.36      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6105868.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5101 | PA      | $4849.72      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435357.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14837 | PA      | $14751.60     | 0.00%             | 2027-01-14      | Fixed         | 30.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12409854.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28136 | PA      | $28573.85     | 0.00%             | 2027-03-22      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6038918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2340 | PA      | $2234.32      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835728.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1194 | PA      | $252.52       | 0.00%             | 2025-02-13      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 162234798.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1940 | PA      | $1938.32      | 0.00%             | 2032-11-27      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429304.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7688 | PA      | $7618.65      | 0.00%             | 2025-01-14      | Fixed         | 9.92%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991848172.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         21 | PA      | $21.39        | 0.00%             | 2025-02-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5901560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11700 | PA      | $8441.46      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         32 | PA      | $32.34        | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5053049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        110 | PA      | $105.04       | 0.00%             | 2023-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991759353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        109 | PA      | $111.13       | 0.00%             | 2025-02-13      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19997 | PA      | $19085.52     | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4965912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16950 | PA      | $9363.59      | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295496.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2409 | PA      | $2395.41      | 0.00%             | 2026-12-21      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                                             | Truist Financial Corp.                                                             | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $7002518.21   | 0.27%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057255.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12054 | PA      | $12238.39     | 0.00%             | 2026-06-15      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096824.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5287 | PA      | $5267.03      | 0.00%             | 2024-11-22      | Fixed         | 14.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-10830803.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8376 | PA      | $8344.19      | 0.00%             | 2024-11-30      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1752456.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5380 | PA      | $5122.41      | 0.00%             | 2027-04-05      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13849753.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28105 | PA      | $28482.17     | 0.00%             | 2027-05-20      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5571102.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8026 | PA      | $7468.12      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6181414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3696 | PA      | $3335.54      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6244924.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2177 | PA      | $1813.44      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 156793211.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9045 | PA      | $8771.13      | 0.00%             | 2024-08-12      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15739609.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25113 | PA      | $25417.87     | 0.00%             | 2025-08-07      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14865932.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24232 | PA      | $24365.92     | 0.00%             | 2026-07-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6021601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9036 | PA      | $8853.73      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14689091.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9754 | PA      | $9839.54      | 0.00%             | 2026-07-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2292307.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13140 | PA      | $13064.51     | 0.00%             | 2026-12-21      | Fixed         | 29.55%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 23059552.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17592 | PA      | $18820.82     | 0.00%             | 2024-09-26      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5790156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2139 | PA      | $1946.78      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6059249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4846 | PA      | $4610.92      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435975.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5160 | PA      | $4846.35      | 0.00%             | 2027-01-18      | Fixed         | 12.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5730607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2033 | PA      | $1968.09      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14188906.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18331 | PA      | $18576.27     | 0.00%             | 2027-06-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6179171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6547 | PA      | $6233.30      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434936.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2933 | PA      | $203.92       | 0.00%             | 2025-06-14      | Fixed         | 32.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5913210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3126 | PA      | $3026.26      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951548.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2296 | PA      | $2262.39      | 0.00%             | 2027-04-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148594665.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3462 | PA      | $3378.01      | 0.00%             | 2024-03-11      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047914.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21287 | PA      | $20977.10     | 0.00%             | 2026-11-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5600114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8106 | PA      | $7740.76      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1742753.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12388 | PA      | $11967.06     | 0.00%             | 2027-04-05      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6013043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1550 | PA      | $1341.48      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15137192.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16051 | PA      | $16266.41     | 0.00%             | 2027-07-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295213.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4205 | PA      | $4166.81      | 0.00%             | 2026-12-21      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5753519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        321 | PA      | $296.39       | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6261029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2586 | PA      | $2429.39      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430664.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3486 | PA      | $3454.44      | 0.00%             | 2025-01-14      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2422846.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4892 | PA      | $4827.08      | 0.00%             | 2025-01-13      | Fixed         | 26.62%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1681000.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11440 | PA      | $9221.46      | 0.00%             | 2026-12-20      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298544.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4643 | PA      | $1373.44      | 0.00%             | 2026-12-22      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5994814.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      53863 | PA      | $51524.66     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5861164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8335 | PA      | $6278.40      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14865904.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34834 | PA      | $35462.89     | 0.00%             | 2026-07-23      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6249326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17091 | PA      | $16012.02     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436170.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4282 | PA      | $4228.91      | 0.00%             | 2027-01-18      | Fixed         | 15.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5516456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1648 | PA      | $1603.63      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146171882.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5070 | PA      | $5014.52      | 0.00%             | 2024-02-05      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5730596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1267 | PA      | $691.98       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6272162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3048 | PA      | $2843.79      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815080.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        402 | PA      | $31.31        | 0.00%             | 2025-02-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14176860.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27711 | PA      | $27689.94     | 0.00%             | 2027-06-15      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6020961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11557 | PA      | $10397.08     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6034937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2172 | PA      | $2073.19      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296073.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3993 | PA      | $27.25        | 0.00%             | 2027-05-21      | Fixed         | 20.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807226.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        149 | PA      | $153.01       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5505977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        388 | PA      | $379.52       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11036 | PA      | $10521.67     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5903227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4565 | PA      | $4278.30      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095277.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12982 | PA      | $12945.29     | 0.00%             | 2026-11-22      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5845 | PA      | $5396.08      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948840.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13565 | PA      | $13359.54     | 0.00%             | 2027-04-14      | Fixed         | 19.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5694516.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      50891 | PA      | $34109.58     | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5128988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        376 | PA      | $282.78       | 0.00%             | 2023-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5904681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12444 | PA      | $11330.89     | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5720997.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3192 | PA      | $2032.67      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048370.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17024 | PA      | $16775.93     | 0.00%             | 2026-11-15      | Fixed         | 21.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         74 | PA      | $73.43        | 0.00%             | 2025-02-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12119826.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44117 | PA      | $44598.14     | 0.00%             | 2027-04-16      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427445.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6644 | PA      | $6594.11      | 0.00%             | 2027-01-13      | Fixed         | 7.98%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1717862.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1283 | PA      | $1273.63      | 0.00%             | 2024-09-15      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 22932098.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10327 | PA      | $10863.49     | 0.00%             | 2024-10-01      | Fixed         | 28.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5730184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1848 | PA      | $1720.76      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4607766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        954 | PA      | $304.81       | 0.00%             | 2023-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5746328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19623 | PA      | $18459.72     | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188590730.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37148 | PA      | $37109.18     | 0.00%             | 2027-04-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155501571.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14117 | PA      | $13943.61     | 0.00%             | 2024-07-26      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6288724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22708 | PA      | $20844.06     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 151897315.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6727 | PA      | $6655.41      | 0.00%             | 2024-05-25      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6058044.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2326 | PA      | $2061.14      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5651306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        355 | PA      | $310.09       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5862421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5394 | PA      | $5172.61      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2618286.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2232 | PA      | $2208.64      | 0.00%             | 2025-02-14      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| United States of America                                                           | U.S. Treasury Notes                                                                | CUSIP: 91282CAP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  110000000 | PA      | $106484501.20 | 4.12%             | 2023-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2045526.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16683 | PA      | $16437.99     | 0.00%             | 2026-11-15      | Fixed         | 16.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823101.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         12 | PA      | $12.37        | 0.00%             | 2024-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6351657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1935 | PA      | $1774.84      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423475.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2452 | PA      | $2429.48      | 0.00%             | 2025-01-13      | Fixed         | 10.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6277188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5587 | PA      | $5166.45      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3953788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6116 | PA      | $225.80       | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048811.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        831 | PA      | $822.72       | 0.00%             | 2026-11-15      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4891549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3445 | PA      | $695.77       | 0.00%             | 2023-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 158914371.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13640 | PA      | $12999.56     | 0.00%             | 2024-11-30      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4000 | PA      | $3822.40      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                                          | OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR                                | CUSIP: 67112RAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9500000 | PA      | $9376500.00   | 0.36%             | 2035-07-02      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1885440.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        552 | PA      | $547.91       | 0.00%             | 2024-10-20      | Fixed         | 22.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5062108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2002 | PA      | $332.25       | 0.00%             | 2023-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5870551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10200 | PA      | $9896.01      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5695482.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        371 | PA      | $363.58       | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5803073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2466 | PA      | $2163.36      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048332.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1405 | PA      | $1386.45      | 0.00%             | 2024-11-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5956226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9905 | PA      | $9269.88      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5861999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14300 | PA      | $13866.79     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5989477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3025 | PA      | $2954.77      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14160914.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16973 | PA      | $16921.08     | 0.00%             | 2027-06-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9138 | PA      | $8697.40      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427076.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7035 | PA      | $6982.92      | 0.00%             | 2027-01-13      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8411 | PA      | $8000.03      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5863525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27001 | PA      | $25739.10     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA Connecticut Avenue Securities, Series 2014-C04, Class 2M2                     | CUSIP: 30711XAR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     231360 | PA      | $234037.04    | 0.01%             | 2024-11-25      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237557.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2085 | PA      | $1990.89      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424684.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5193 | PA      | $5154.72      | 0.00%             | 2027-01-13      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1744496.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11727 | PA      | $11306.08     | 0.00%             | 2025-04-07      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949402.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10249 | PA      | $6086.38      | 0.00%             | 2027-09-14      | Fixed         | 22.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949275.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3378 | PA      | $3348.20      | 0.00%             | 2027-04-14      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6188752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3074 | PA      | $2915.16      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5781987.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5800 | PA      | $5416.16      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6238472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5154 | PA      | $4924.15      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5837495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3404 | PA      | $3262.13      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15024147.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7129 | PA      | $7158.92      | 0.00%             | 2027-07-25      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA, 15 Year                                                                      | CUSIP: 31415CND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7456 | PA      | $7521.26      | 0.00%             | 2023-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1340 | PA      | $1268.03      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13512883.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31247 | PA      | $31667.25     | 0.00%             | 2025-05-20      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857606.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        163 | PA      | $169.62       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5953162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2941 | PA      | $2827.21      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608712.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3452 | PA      | $3417.31      | 0.00%             | 2027-02-10      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094909.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8375 | PA      | $7968.29      | 0.00%             | 2026-11-22      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14058523.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31139 | PA      | $31320.91     | 0.00%             | 2027-08-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5911907.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2269 | PA      | $2131.32      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3842781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10067 | PA      | $306.01       | 0.00%             | 2032-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6205792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        328 | PA      | $318.32       | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 143514004.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3937 | PA      | $3814.67      | 0.00%             | 2024-06-14      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2149 | PA      | $2041.61      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1344 | PA      | $1315.80      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950883.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13595 | PA      | $13485.29     | 0.00%             | 2027-04-14      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295478.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4079 | PA      | $1169.18      | 0.00%             | 2027-05-21      | Fixed         | 26.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950280.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3948 | PA      | $3898.37      | 0.00%             | 2027-04-14      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15222033.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28565 | PA      | $28438.52     | 0.00%             | 2025-08-14      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11694004.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41383 | PA      | $41975.74     | 0.00%             | 2026-12-23      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426848.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8050 | PA      | $7981.09      | 0.00%             | 2027-01-13      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        675 | PA      | $619.64       | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297183.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7686 | PA      | $565.57       | 0.00%             | 2024-12-22      | Fixed         | 6.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5973011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28586 | PA      | $27348.64     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5395454.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        862 | PA      | $830.84       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5776307.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1149 | PA      | $1115.38      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5945131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6160 | PA      | $5857.81      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428995.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2834 | PA      | $2809.69      | 0.00%             | 2025-01-14      | Fixed         | 13.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297301.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4154 | PA      | $4120.65      | 0.00%             | 2026-12-22      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6012912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17972 | PA      | $16774.46     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5943139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        626 | PA      | $583.26       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14191932.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9961 | PA      | $10002.43     | 0.00%             | 2026-06-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6306747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5338 | PA      | $4948.69      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Grand Canyon University                                                            | Grand Canyon University                                                            | CUSIP: 38528UAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1810814.00   | 0.07%             | 2024-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6135 | PA      | $5763.67      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        784 | PA      | $744.64       | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4548407.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18384 | PA      | $5736.22      | 0.00%             | 2023-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127431.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1123 | PA      | $960.31       | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5581276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1540 | PA      | $789.05       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6012102.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20679 | PA      | $19271.02     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950512.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15218 | PA      | $146.41       | 0.00%             | 2027-04-14      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5985182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        859 | PA      | $813.53       | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991799677.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        738 | PA      | $756.97       | 0.00%             | 2025-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5703362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8570 | PA      | $8347.02      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5795794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2291 | PA      | $2187.50      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429458.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1472 | PA      | $430.84       | 0.00%             | 2027-01-14      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2486 | PA      | $2281.76      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2942398.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3203 | PA      | $3160.84      | 0.00%             | 2025-04-14      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14085492.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27191 | PA      | $27628.31     | 0.00%             | 2026-06-17      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Korea East-West Power Co. Ltd.                                                     | Korea East-West Power Co. Ltd.                                                     | CUSIP: 5006EPAK7<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |    8500000 | PA      | $7892508.83   | 0.31%             | 2025-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293437.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3400 | PA      | $3370.64      | 0.00%             | 2024-12-21      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1700574.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8088 | PA      | $7700.56      | 0.00%             | 2027-01-12      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 35 Ltd.                                                | Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1B                     | CUSIP: 67591TAC4<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1938225.53   | 0.07%             | 2031-01-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096310.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2733 | PA      | $2712.02      | 0.00%             | 2026-11-22      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5943511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1023 | PA      | $996.65       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5918708.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19061 | PA      | $18385.33     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888453.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13667 | PA      | $13617.53     | 0.00%             | 2026-10-20      | Fixed         | 25.56%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15143633.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12990 | PA      | $13196.40     | 0.00%             | 2025-07-30      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424838.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9216 | PA      | $1296.91      | 0.00%             | 2027-11-13      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5700359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1662 | PA      | $1613.91      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6251808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25452 | PA      | $24072.71     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         48 | PA      | $47.90        | 0.00%             | 2025-02-14      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5832072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9816 | PA      | $9330.96      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5995745.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1568 | PA      | $1529.66      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3411766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5695 | PA      | $41.38        | 0.00%             | 2023-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095121.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6133 | PA      | $6108.55      | 0.00%             | 2027-04-22      | Fixed         | 24.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5765717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9221 | PA      | $8967.00      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6159621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      54052 | PA      | $51411.33     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5751485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1386 | PA      | $1213.97      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435617.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5281 | PA      | $5230.77      | 0.00%             | 2027-01-18      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6270529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1855 | PA      | $1725.50      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2418 | PA      | $2346.06      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6190797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2549 | PA      | $2367.93      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2292373.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1488 | PA      | $1469.70      | 0.00%             | 2026-12-22      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31378RM55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17722 | PA      | $17475.68     | 0.00%             | 2027-11-01      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429288.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1262 | PA      | $1253.77      | 0.00%             | 2027-06-14      | Fixed         | 33.13%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1710686.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8791 | PA      | $8384.89      | 0.00%             | 2027-02-18      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5183474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2462 | PA      | $2070.20      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1460 | PA      | $1341.39      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608671.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9088 | PA      | $9002.51      | 0.00%             | 2027-02-10      | Fixed         | 26.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615784.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3072 | PA      | $1838.57      | 0.00%             | 2025-02-11      | Fixed         | 22.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1136 | PA      | $1090.40      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1094 | PA      | $1024.37      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426856.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8584 | PA      | $8471.09      | 0.00%             | 2027-01-13      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5789498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5296 | PA      | $5154.72      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16050735.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7613 | PA      | $7712.98      | 0.00%             | 2024-08-14      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5152277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5004 | PA      | $4870.22      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991840865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        223 | PA      | $232.69       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2263482.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12801 | PA      | $12631.18     | 0.00%             | 2026-12-22      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991829390.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         11 | PA      | $11.40        | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427827.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11189 | PA      | $3107.16      | 0.00%             | 2027-06-13      | Fixed         | 23.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6155706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3762 | PA      | $3574.23      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18315 | PA      | $17037.11     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5786664.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1048 | PA      | $1010.38      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047197.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9298 | PA      | $9152.32      | 0.00%             | 2026-11-15      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235102.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1860 | PA      | $1779.54      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991816221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        173 | PA      | $180.66       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2046887.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9318 | PA      | $8751.34      | 0.00%             | 2027-04-15      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23592 | PA      | $22108.98     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5588164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1998 | PA      | $1901.07      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5797147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        268 | PA      | $222.48       | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165981000.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         42 | PA      | $42.12        | 0.00%             | 2033-02-08      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5974130.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2518 | PA      | $2413.56      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6280779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7352 | PA      | $6750.54      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950073.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8104 | PA      | $8025.10      | 0.00%             | 2025-04-14      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2286999.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34429 | PA      | $34154.51     | 0.00%             | 2026-12-22      | Fixed         | 18.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613564.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5945 | PA      | $853.76       | 0.00%             | 2027-02-11      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424490.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6773 | PA      | $6735.81      | 0.00%             | 2027-06-13      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6360918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15508 | PA      | $14524.02     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6275081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      50312 | PA      | $46787.57     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049100.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1678 | PA      | $1655.46      | 0.00%             | 2026-11-15      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436593.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12729 | PA      | $1864.70      | 0.00%             | 2027-01-18      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297702.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1271 | PA      | $1256.75      | 0.00%             | 2026-12-22      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299918.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1633 | PA      | $480.75       | 0.00%             | 2026-12-22      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13660286.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8843 | PA      | $8835.29      | 0.00%             | 2027-05-21      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614101.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13925 | PA      | $13765.70     | 0.00%             | 2027-07-11      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991962430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        222 | PA      | $225.35       | 0.00%             | 2025-02-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1884662.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2414 | PA      | $2328.00      | 0.00%             | 2027-03-20      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         21 | PA      | $21.43        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3452149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        969 | PA      | $7.68         | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         26 | PA      | $25.89        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320125.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8982 | PA      | $8306.51      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17489430.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24601 | PA      | $25014.35     | 0.00%             | 2027-09-27      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6012487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8886 | PA      | $8649.24      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CommScope Technologies LLC                                                         | CommScope Technologies LLC                                                         | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     900000 | PA      | $853353.00    | 0.03%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614134.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9044 | PA      | $8966.93      | 0.00%             | 2027-02-11      | Fixed         | 28.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048190.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11164 | PA      | $11098.09     | 0.00%             | 2026-11-15      | Fixed         | 23.66%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 167966066.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        259 | PA      | $256.47       | 0.00%             | 2023-03-09      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295899.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4108 | PA      | $4089.82      | 0.00%             | 2026-12-21      | Fixed         | 32.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5574209.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         58 | PA      | $56.70        | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6203333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2541 | PA      | $2420.55      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5821843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        651 | PA      | $578.75       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                               | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-6, Class 3A1     | CUSIP: 2254W0HE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104172 | PA      | $63464.85     | 0.00%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096292.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7230 | PA      | $7142.21      | 0.00%             | 2026-11-22      | Fixed         | 18.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        128 | PA      | $9.35         | 0.00%             | 2024-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434502.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14222 | PA      | $14002.86     | 0.00%             | 2027-01-14      | Fixed         | 17.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613200.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8589 | PA      | $8441.91      | 0.00%             | 2027-02-11      | Fixed         | 21.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5628952.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6134 | PA      | $4870.22      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15603934.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9796 | PA      | $9794.91      | 0.00%             | 2026-08-07      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5913695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13872 | PA      | $13516.99     | 0.00%             | 2024-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5752894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        945 | PA      | $896.42       | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296545.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5629 | PA      | $5582.91      | 0.00%             | 2027-05-21      | Fixed         | 28.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5294291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1328 | PA      | $988.85       | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991885852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        119 | PA      | $121.71       | 0.00%             | 2025-02-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6179958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4388 | PA      | $4170.71      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886466.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11684 | PA      | $11655.31     | 0.00%             | 2026-10-20      | Fixed         | 20.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6210677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4031 | PA      | $3833.13      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888992.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4133 | PA      | $4079.38      | 0.00%             | 2026-10-20      | Fixed         | 17.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5748928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5666 | PA      | $5550.65      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6290212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11484 | PA      | $10688.15     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5828912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10419 | PA      | $10181.14     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294007.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        932 | PA      | $919.28       | 0.00%             | 2024-12-21      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13741737.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6386 | PA      | $6460.45      | 0.00%             | 2024-05-16      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991840852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         33 | PA      | $33.26        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17250115.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7006 | PA      | $7100.95      | 0.00%             | 2027-09-09      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35288 | PA      | $32549.33     | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5397942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1074 | PA      | $813.26       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406TWR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18133 | PA      | $17790.55     | 0.00%             | 2035-01-01      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15007157.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11146 | PA      | $11046.40     | 0.00%             | 2027-07-11      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14195378.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26567 | PA      | $26675.14     | 0.00%             | 2027-06-19      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155929091.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5740 | PA      | $5667.67      | 0.00%             | 2024-07-25      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950750.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31573 | PA      | $31213.55     | 0.00%             | 2027-09-14      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6214923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4778 | PA      | $4471.82      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610221.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        879 | PA      | $213.79       | 0.00%             | 2027-02-11      | Fixed         | 9.67%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613911.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9133 | PA      | $9041.73      | 0.00%             | 2027-07-11      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991785647.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.09         | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616863.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1719 | PA      | $1699.68      | 0.00%             | 2025-02-14      | Fixed         | 8.18%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5363 | PA      | $5049.63      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5952978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        491 | PA      | $472.12       | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428568.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4957 | PA      | $4912.71      | 0.00%             | 2025-01-13      | Fixed         | 12.86%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144219844.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4974 | PA      | $478.59       | 0.00%             | 2023-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15032228.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8560 | PA      | $8441.83      | 0.00%             | 2025-07-12      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         77 | PA      | $79.43        | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5944452.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31910 | PA      | $30834.27     | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991764780.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         95 | PA      | $97.11        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12409087.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19954 | PA      | $20208.50     | 0.00%             | 2026-03-08      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188396824.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5362 | PA      | $5346.00      | 0.00%             | 2025-04-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048877.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8596 | PA      | $8477.37      | 0.00%             | 2027-04-15      | Fixed         | 16.73%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                               | JPMorgan Chase & Co.                                                               | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $8170108.70   | 0.32%             | 2024-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1700571.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8783 | PA      | $8408.84      | 0.00%             | 2025-01-26      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5152669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4539 | PA      | $4463.92      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5803719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        651 | PA      | $613.06       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        865 | PA      | $829.87       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835219.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        185 | PA      | $190.08       | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2169 | PA      | $2019.90      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1744487.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16211 | PA      | $15481.34     | 0.00%             | 2025-04-07      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6286541.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4710 | PA      | $4354.83      | 0.00%             | 2024-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991813185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          2 | PA      | $-0.02        | -0.00%            | 2027-10-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14930206.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10455 | PA      | $10610.29     | 0.00%             | 2027-07-14      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6308299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15109 | PA      | $14167.77     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6257106.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10103 | PA      | $9592.92      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14939093.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5398 | PA      | $5456.24      | 0.00%             | 2024-06-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15595170.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46966 | PA      | $47725.66     | 0.00%             | 2027-08-14      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299895.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1392 | PA      | $100.07       | 0.00%             | 2026-12-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15356967.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47752 | PA      | $47936.07     | 0.00%             | 2027-08-14      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188543660.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22264 | PA      | $21707.65     | 0.00%             | 2027-04-29      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610047.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2844 | PA      | $2819.36      | 0.00%             | 2027-02-11      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5962585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        128 | PA      | $124.21       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   14115000 | PA      | $-854122.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1664685.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16323 | PA      | $15687.90     | 0.00%             | 2026-11-08      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613275.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2172 | PA      | $2144.95      | 0.00%             | 2025-02-11      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1674065.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13216 | PA      | $12788.34     | 0.00%             | 2026-12-16      | Fixed         | 27.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15259729.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9727 | PA      | $9655.80      | 0.00%             | 2025-08-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6062586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1831 | PA      | $1741.81      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1884445.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        883 | PA      | $869.54       | 0.00%             | 2025-03-20      | Fixed         | 29.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2601053.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1329 | PA      | $1306.79      | 0.00%             | 2027-02-10      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5777227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3328 | PA      | $3236.21      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6265155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10497 | PA      | $9680.05      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5529 | PA      | $3021.07      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14289803.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8700 | PA      | $8616.91      | 0.00%             | 2027-05-02      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157328472.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8938 | PA      | $8615.58      | 0.00%             | 2024-08-27      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6125634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6372 | PA      | $6057.37      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950042.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1524 | PA      | $1504.20      | 0.00%             | 2027-04-14      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5695841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12856 | PA      | $10895.56     | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6266683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      85944 | PA      | $79371.61     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227211.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8226 | PA      | $7789.41      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17096241.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29028 | PA      | $29228.38     | 0.00%             | 2025-08-01      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6169494.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3238 | PA      | $3131.06      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 151690420.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6180 | PA      | $6103.94      | 0.00%             | 2024-05-23      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886213.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6534 | PA      | $6488.86      | 0.00%             | 2027-03-20      | Fixed         | 26.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1690034.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3885 | PA      | $3750.79      | 0.00%             | 2025-01-25      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6132104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10420 | PA      | $9826.00      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1646276.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8879 | PA      | $8601.52      | 0.00%             | 2024-10-28      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320700.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14471 | PA      | $13473.45     | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5642051.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4121 | PA      | $3016.66      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2975 | PA      | $2785.10      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296126.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        709 | PA      | $703.14       | 0.00%             | 2024-12-21      | Fixed         | 21.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296169.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3484 | PA      | $3461.81      | 0.00%             | 2024-12-21      | Fixed         | 21.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819395.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         95 | PA      | $6.63         | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403DLF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23485 | PA      | $23154.45     | 0.00%             | 2036-05-01      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423494.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8795 | PA      | $633.31       | 0.00%             | 2027-01-13      | Fixed         | 6.28%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15525700.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24279 | PA      | $24671.31     | 0.00%             | 2027-08-15      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                     | FHLMC STACR Debt Notes, Series 2014-DN3, Class M3                                  | CUSIP: 3137G0BK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     731979 | PA      | $745546.51    | 0.03%             | 2024-08-25      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853538.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        918 | PA      | $935.19       | 0.00%             | 2025-02-15      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1742765.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5436 | PA      | $5132.93      | 0.00%             | 2027-04-15      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13968504.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12496 | PA      | $12375.57     | 0.00%             | 2025-06-08      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4992493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1319 | PA      | $644.92       | 0.00%             | 2023-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949533.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1596 | PA      | $1574.82      | 0.00%             | 2027-09-14      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6239 | PA      | $5848.83      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298646.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31256 | PA      | $1524.43      | 0.00%             | 2026-12-22      | Fixed         | 14.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949486.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22064 | PA      | $21923.39     | 0.00%             | 2027-04-14      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991837602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         19 | PA      | $18.99        | 0.00%             | 2024-02-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298373.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2110 | PA      | $2094.42      | 0.00%             | 2024-12-22      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991854419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        137 | PA      | $135.90       | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5668326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7979 | PA      | $7782.21      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5845421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5628 | PA      | $5373.62      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095378.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8320 | PA      | $99.96        | 0.00%             | 2026-11-22      | Fixed         | 29.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5787623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13934 | PA      | $13474.96     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12343461.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4183 | PA      | $4224.80      | 0.00%             | 2024-03-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4481855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1079 | PA      | $190.82       | 0.00%             | 2033-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716674.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        840 | PA      | $837.89       | 0.00%             | 2026-09-15      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5576429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2441 | PA      | $2127.73      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4867 | PA      | $4618.59      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5966913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3093 | PA      | $2979.24      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150627709.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5236 | PA      | $5205.40      | 0.00%             | 2024-04-23      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6192133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6999 | PA      | $6498.54      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden 85 CLO Ltd.                                                                 | Dryden 85 CLO Ltd., Series 2020-85A, Class AR                                      | CUSIP: 26246BAL8<br>LEI: 549300XS2BVK8BZTXN05 | Long             | ABS-CBDO         | CORP              | KY        |    2110000 | PA      | $2075712.50   | 0.08%             | 2035-10-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2613 | PA      | $2503.08      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4909783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        377 | PA      | $189.74       | 0.00%             | 2023-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298515.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7169 | PA      | $7089.13      | 0.00%             | 2024-12-22      | Fixed         | 23.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2439081.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6992 | PA      | $6921.52      | 0.00%             | 2025-01-18      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        932 | PA      | $902.74       | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9614 | PA      | $9120.17      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424008.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3622 | PA      | $3590.83      | 0.00%             | 2025-01-13      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5854022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1776 | PA      | $1721.24      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991913732.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         15 | PA      | $1.09         | 0.00%             | 2027-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5935554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1753 | PA      | $1706.08      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188415292.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27367 | PA      | $26139.62     | 0.00%             | 2027-04-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991850891.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        442 | PA      | $300.30       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14866497.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7558 | PA      | $7649.57      | 0.00%             | 2024-05-24      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5924210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39640 | PA      | $35879.11     | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436120.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2579 | PA      | $2546.75      | 0.00%             | 2027-01-18      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2602438.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4015 | PA      | $2416.94      | 0.00%             | 2025-02-10      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4556489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4426 | PA      | $1240.75      | 0.00%             | 2023-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amazon.com, Inc.                                                                   | Amazon.com, Inc.                                                                   | CUSIP: 023135AW6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2546692.01   | 0.10%             | 2023-02-22      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14329001.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6756 | PA      | $6815.25      | 0.00%             | 2026-06-24      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2300328.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14643 | PA      | $13894.31     | 0.00%             | 2024-12-22      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991944781.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        154 | PA      | $157.55       | 0.00%             | 2025-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12270565.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22482 | PA      | $22229.89     | 0.00%             | 2025-03-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5837597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1799 | PA      | $1566.84      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297895.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2589 | PA      | $2437.24      | 0.00%             | 2026-12-22      | Fixed         | 16.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429964.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4171 | PA      | $4139.94      | 0.00%             | 2027-01-14      | Fixed         | 9.01%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433278.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11486 | PA      | $11421.73     | 0.00%             | 2027-01-14      | Fixed         | 6.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6064881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14152 | PA      | $13308.92     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295046.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3544 | PA      | $3499.59      | 0.00%             | 2024-12-21      | Fixed         | 21.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5678110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13402 | PA      | $12394.53     | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949721.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4970 | PA      | $4926.76      | 0.00%             | 2027-04-14      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| OHA Credit Partners VII Ltd.                                                       | OHA Credit Partners VII Ltd., Series 2012-7A, Class AR3                            | CUSIP: 67102QAV0<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   17876000 | PA      | $17625736.00  | 0.68%             | 2034-02-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6226446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10596 | PA      | $10040.69     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991837472.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        143 | PA      | $150.04       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986777.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5633 | PA      | $5478.91      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3988483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6804 | PA      | $213.44       | 0.00%             | 2032-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427741.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7142 | PA      | $7093.18      | 0.00%             | 2027-06-13      | Fixed         | 9.76%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5958924.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6298 | PA      | $6106.03      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5279561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2957 | PA      | $2897.66      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2092869.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9984 | PA      | $9898.57      | 0.00%             | 2026-11-22      | Fixed         | 15.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5864291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5261 | PA      | $3921.71      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         70 | PA      | $72.18        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5876537.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5140 | PA      | $4987.60      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614988.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18391 | PA      | $18216.08     | 0.00%             | 2027-07-11      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6291569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1022 | PA      | $937.33       | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6287495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8556 | PA      | $8027.29      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        226 | PA      | $220.09       | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5732580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1351 | PA      | $867.39       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436314.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7021 | PA      | $6980.97      | 0.00%             | 2027-01-18      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437051.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4430 | PA      | $1187.40      | 0.00%             | 2025-01-18      | Fixed         | 8.16%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427647.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5138 | PA      | $5104.01      | 0.00%             | 2027-01-13      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437345.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9492 | PA      | $9368.87      | 0.00%             | 2027-01-18      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14176600.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10499 | PA      | $10365.11     | 0.00%             | 2027-05-01      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096695.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1379 | PA      | $1308.97      | 0.00%             | 2024-11-22      | Fixed         | 15.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6229047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3110 | PA      | $2932.01      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5698929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        396 | PA      | $387.29       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949973.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5451 | PA      | $5367.37      | 0.00%             | 2027-04-14      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991997607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        185 | PA      | $187.71       | 0.00%             | 2024-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1744484.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30922 | PA      | $29884.28     | 0.00%             | 2027-04-07      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6169562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2352 | PA      | $2230.27      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4893412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3711 | PA      | $1907.04      | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5780178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3813 | PA      | $3719.72      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5881974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4806 | PA      | $4629.18      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949018.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4229 | PA      | $303.33       | 0.00%             | 2027-04-14      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11732843.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42233 | PA      | $42683.70     | 0.00%             | 2027-02-03      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048599.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        835 | PA      | $827.93       | 0.00%             | 2026-11-15      | Fixed         | 28.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5787194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6275 | PA      | $5507.43      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606754.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3459 | PA      | $3428.54      | 0.00%             | 2027-02-10      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293588.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        902 | PA      | $856.36       | 0.00%             | 2026-12-21      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4867691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        100 | PA      | $89.05        | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14323987.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8695 | PA      | $1943.68      | 0.00%             | 2027-07-26      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991832645.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1570 | PA      | $324.61       | 0.00%             | 2025-02-13      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13675017.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13686 | PA      | $13661.57     | 0.00%             | 2027-05-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6032665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25724 | PA      | $22311.23     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5940363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1207 | PA      | $1165.15      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15634817.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16174 | PA      | $16083.15     | 0.00%             | 2027-08-10      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297395.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7168 | PA      | $7131.52      | 0.00%             | 2024-12-22      | Fixed         | 17.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298372.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17545 | PA      | $17422.37     | 0.00%             | 2026-12-22      | Fixed         | 7.96%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2603425.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3052 | PA      | $3020.75      | 0.00%             | 2027-02-10      | Fixed         | 27.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2599419.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15642 | PA      | $15424.91     | 0.00%             | 2027-02-10      | Fixed         | 15.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11694093.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16524 | PA      | $16765.44     | 0.00%             | 2027-03-21      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 187991007.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5392 | PA      | $5277.21      | 0.00%             | 2027-04-08      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15041101.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15834 | PA      | $15785.40     | 0.00%             | 2027-07-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13828766.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13500 | PA      | $13422.06     | 0.00%             | 2027-05-25      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300374.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2574 | PA      | $2564.91      | 0.00%             | 2026-12-22      | Fixed         | 21.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17507239.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20786 | PA      | $21048.90     | 0.00%             | 2027-09-16      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                        | Prosper Pass-Thru Trust III, Series 2020-PT1, Class A                              | CUSIP: 74360NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     325545 | PA      | $320361.57    | 0.01%             | 2026-03-15      | Variable      | 15.36%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1712895.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5395 | PA      | $5358.80      | 0.00%             | 2024-09-15      | Fixed         | 24.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4779590.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3442 | PA      | $1715.39      | 0.00%             | 2023-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438341.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1053 | PA      | $1042.59      | 0.00%             | 2025-01-18      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6207369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2375 | PA      | $2178.64      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6108728.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3236 | PA      | $3064.21      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613392.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10830 | PA      | $10737.73     | 0.00%             | 2027-02-11      | Fixed         | 27.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31405QDY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1313 | PA      | $1306.28      | 0.00%             | 2034-07-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6306997.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3205 | PA      | $2958.18      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5914709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3532 | PA      | $2991.32      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888623.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1900 | PA      | $1885.76      | 0.00%             | 2024-10-20      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5185761.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1073 | PA      | $908.53       | 0.00%             | 2023-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991816211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        133 | PA      | $138.50       | 0.00%             | 2025-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6005761.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1214 | PA      | $952.13       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        265 | PA      | $274.09       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15758289.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10097 | PA      | $10119.23     | 0.00%             | 2027-09-21      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6053997.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12210 | PA      | $11139.04     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 158742481.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9997 | PA      | $9773.92      | 0.00%             | 2024-09-19      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5942895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8623 | PA      | $8204.92      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 149957207.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16556 | PA      | $15611.25     | 0.00%             | 2025-04-09      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2518 | PA      | $2628.91      | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612816.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17602 | PA      | $17314.46     | 0.00%             | 2027-02-11      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6196818.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6979 | PA      | $6619.23      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3883 | PA      | $3739.97      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 159782705.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21451 | PA      | $20132.44     | 0.00%             | 2025-08-13      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6140179.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16273 | PA      | $15369.42     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615716.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2454 | PA      | $2433.46      | 0.00%             | 2027-02-11      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886514.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5787 | PA      | $1714.98      | 0.00%             | 2026-10-20      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 165396953.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14885 | PA      | $14321.39     | 0.00%             | 2025-01-22      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5078646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        455 | PA      | $275.97       | 0.00%             | 2023-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6025558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        833 | PA      | $696.02       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36357 | PA      | $34440.64     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15748724.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22174 | PA      | $22383.50     | 0.00%             | 2027-07-01      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11949006.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10916 | PA      | $11038.22     | 0.00%             | 2025-03-17      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435471.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1456 | PA      | $1443.87      | 0.00%             | 2025-01-14      | Fixed         | 19.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991855737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        323 | PA      | $22.95        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2560503.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21620 | PA      | $21405.70     | 0.00%             | 2027-02-10      | Fixed         | 14.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294814.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2989 | PA      | $2964.19      | 0.00%             | 2024-12-21      | Fixed         | 7.77%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094830.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1838 | PA      | $129.78       | 0.00%             | 2026-11-22      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 156198752.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6215 | PA      | $6009.28      | 0.00%             | 2024-08-10      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693705.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4975 | PA      | $4837.45      | 0.00%             | 2025-01-12      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14933900.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35468 | PA      | $35879.02     | 0.00%             | 2026-07-08      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806983.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        132 | PA      | $133.91       | 0.00%             | 2025-02-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605704.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2334 | PA      | $2302.77      | 0.00%             | 2027-02-10      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2605155.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2321 | PA      | $344.28       | 0.00%             | 2027-02-10      | Fixed         | 27.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        118 | PA      | $119.36       | 0.00%             | 2024-02-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6003496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1679 | PA      | $1626.86      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434635.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17586 | PA      | $17456.34     | 0.00%             | 2027-01-14      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886998.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1586 | PA      | $1511.90      | 0.00%             | 2026-10-20      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165295.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14573 | PA      | $13495.58     | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4893551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        440 | PA      | $151.77       | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095141.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2751 | PA      | $197.31       | 0.00%             | 2027-04-22      | Fixed         | 14.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048606.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8831 | PA      | $8368.13      | 0.00%             | 2026-11-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5981 | PA      | $5428.07      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5675281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        456 | PA      | $415.06       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6041970.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2122 | PA      | $1885.61      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6155930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9003 | PA      | $6862.66      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15459856.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18879 | PA      | $18842.68     | 0.00%             | 2027-08-14      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950664.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4145 | PA      | $4094.33      | 0.00%             | 2027-04-14      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1664688.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8136 | PA      | $7840.96      | 0.00%             | 2024-11-08      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5844677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9973 | PA      | $9597.10      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15594246.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25252 | PA      | $25162.51     | 0.00%             | 2027-08-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5516038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1143 | PA      | $1113.25      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2433720.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3798 | PA      | $262.14       | 0.00%             | 2027-01-14      | Fixed         | 33.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14882502.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21973 | PA      | $22324.10     | 0.00%             | 2027-07-19      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14840263.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24798 | PA      | $25023.45     | 0.00%             | 2027-07-08      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| BA Credit Card Trust                                                               | BA Credit Card Trust, Series 2022-A1, Class A1                                     | CUSIP: 05522RDE5<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    3870000 | PA      | $3788621.25   | 0.15%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2603122.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4631 | PA      | $657.98       | 0.00%             | 2027-02-10      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        371 | PA      | $376.50       | 0.00%             | 2024-02-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144195034.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2902 | PA      | $2918.42      | 0.00%             | 2023-11-28      | Fixed         | 19.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6216641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24040 | PA      | $22933.75     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15467456.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9899 | PA      | $9980.60      | 0.00%             | 2026-08-21      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838452.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        871 | PA      | $881.40       | 0.00%             | 2025-02-15      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15025202.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16772 | PA      | $5806.48      | 0.00%             | 2026-07-22      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5718687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1492 | PA      | $869.83       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991828989.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        433 | PA      | $442.02       | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4922859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1917 | PA      | $1365.50      | 0.00%             | 2023-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047777.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2908 | PA      | $2890.35      | 0.00%             | 2026-11-15      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        194 | PA      | $14.00        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6139642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15035 | PA      | $14285.60     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2617548.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5671 | PA      | $5568.74      | 0.00%             | 2027-02-14      | Fixed         | 27.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4216 | PA      | $3945.20      | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13608873.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16952 | PA      | $17165.56     | 0.00%             | 2025-05-20      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950173.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1561 | PA      | $1542.33      | 0.00%             | 2027-04-14      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11740309.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5201 | PA      | $5252.76      | 0.00%             | 2023-12-20      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21715 | PA      | $19231.04     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3008 | PA      | $2863.67      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4889959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4715 | PA      | $1279.90      | 0.00%             | 2023-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse Group AG                                                             | Credit Suisse Group AG                                                             | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $971294.88    | 0.04%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6270473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3330 | PA      | $3065.42      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607713.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3638 | PA      | $3600.22      | 0.00%             | 2025-02-10      | Fixed         | 11.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431321.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2446 | PA      | $361.56       | 0.00%             | 2027-01-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991840302.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         51 | PA      | $52.58        | 0.00%             | 2024-02-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6029580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15116 | PA      | $14587.33     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429404.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41727 | PA      | $41426.20     | 0.00%             | 2027-01-14      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5613740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4921 | PA      | $4768.75      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31378A3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4224 | PA      | $4154.60      | 0.00%             | 2026-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4395434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        463 | PA      | $48.86        | 0.00%             | 2033-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5740 | PA      | $4312.54      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162329802.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7317 | PA      | $7172.57      | 0.00%             | 2024-11-26      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5879190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4213 | PA      | $4057.91      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1887264.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4018 | PA      | $291.95       | 0.00%             | 2024-10-20      | Fixed         | 18.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6058355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1435 | PA      | $1249.14      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243216.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13214 | PA      | $12463.56     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| City of Cincinnati OH                                                              | City of Cincinnati, Series 2015 A                                                  | CUSIP: 172217W98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      40000 | PA      | $42319.04     | 0.00%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15754423.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9788 | PA      | $9637.95      | 0.00%             | 2025-07-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5833207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3612 | PA      | $3468.62      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157194796.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16059 | PA      | $15596.04     | 0.00%             | 2024-08-19      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885004.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7489 | PA      | $541.50       | 0.00%             | 2024-10-20      | Fixed         | 23.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094827.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4662 | PA      | $4632.09      | 0.00%             | 2024-11-22      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949804.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1718 | PA      | $1700.08      | 0.00%             | 2025-04-14      | Fixed         | 11.24%                | 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        |    7410489 | PA      | $6585227.95   | 0.25%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612720.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        891 | PA      | $876.19       | 0.00%             | 2027-02-11      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4555245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10047 | PA      | $3279.81      | 0.00%             | 2023-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5780678.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3901 | PA      | $3784.29      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5788688.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39213 | PA      | $28605.74     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955436.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1818 | PA      | $1723.65      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6267958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5549 | PA      | $5100.94      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16067938.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20200 | PA      | $20451.73     | 0.00%             | 2026-08-24      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5830235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14671 | PA      | $13377.15     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188268197.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9699 | PA      | $0.00         | 0.00%             | 2027-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991951153.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        192 | PA      | $194.49       | 0.00%             | 2025-02-13      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11909846.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24417 | PA      | $24239.15     | 0.00%             | 2027-01-07      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2093917.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10155 | PA      | $10031.50     | 0.00%             | 2026-11-22      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6236068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21068 | PA      | $17766.21     | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613480.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10242 | PA      | $10139.54     | 0.00%             | 2027-02-11      | Fixed         | 14.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5910477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        917 | PA      | $885.83       | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991985560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        390 | PA      | $407.45       | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11928189.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6951 | PA      | $4430.91      | 0.00%             | 2027-02-21      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886875.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2899 | PA      | $170.94       | 0.00%             | 2026-10-20      | Fixed         | 20.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434573.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8677 | PA      | $8625.07      | 0.00%             | 2027-06-14      | Fixed         | 26.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5154965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5608 | PA      | $5043.31      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836509.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        606 | PA      | $617.90       | 0.00%             | 2025-02-14      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5805108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        347 | PA      | $314.35       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1715137.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9310 | PA      | $8975.07      | 0.00%             | 2025-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438349.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1430 | PA      | $1416.93      | 0.00%             | 2027-01-18      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293516.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1468 | PA      | $221.65       | 0.00%             | 2026-12-21      | Fixed         | 21.61%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188452079.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32153 | PA      | $30987.58     | 0.00%             | 2027-04-20      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951687.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12222 | PA      | $12168.40     | 0.00%             | 2027-04-14      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715518.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6933 | PA      | $6913.78      | 0.00%             | 2026-09-15      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6009905.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        311 | PA      | $304.54       | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6326567.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6137 | PA      | $5749.96      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951427.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6037 | PA      | $5982.13      | 0.00%             | 2027-04-14      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148165215.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10206 | PA      | $7957.24      | 0.00%             | 2024-03-15      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3371556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        698 | PA      | $6.93         | 0.00%             | 2023-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431318.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8560 | PA      | $620.25       | 0.00%             | 2025-11-14      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14214629.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25272 | PA      | $25674.65     | 0.00%             | 2026-06-20      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991871531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        226 | PA      | $230.50       | 0.00%             | 2025-02-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299381.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2195 | PA      | $2078.62      | 0.00%             | 2024-12-22      | Fixed         | 17.29%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31404XE91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46846 | PA      | $47421.73     | 0.00%             | 2034-08-01      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5474055.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3142 | PA      | $2199.64      | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435114.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10112 | PA      | $9987.70      | 0.00%             | 2025-01-14      | Fixed         | 28.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049153.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8462 | PA      | $8411.76      | 0.00%             | 2026-11-15      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13789676.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8912 | PA      | $8933.21      | 0.00%             | 2026-04-16      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048756.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4073 | PA      | $4049.50      | 0.00%             | 2024-11-15      | Fixed         | 19.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5270697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        474 | PA      | $409.59       | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095963.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1323 | PA      | $1314.85      | 0.00%             | 2024-11-22      | Fixed         | 14.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6226721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3776 | PA      | $3607.66      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5335927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1031 | PA      | $907.35       | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5153658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2566 | PA      | $2296.74      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4262 | PA      | $4228.08      | 0.00%             | 2024-12-22      | Fixed         | 8.15%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2288385.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4171 | PA      | $4132.64      | 0.00%             | 2026-12-21      | Fixed         | 12.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612729.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12455 | PA      | $12384.96     | 0.00%             | 2027-02-11      | Fixed         | 6.04%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991776139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        932 | PA      | $950.49       | 0.00%             | 2025-02-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-10745954.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30575 | PA      | $31059.71     | 0.00%             | 2026-11-30      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15671359.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4814 | PA      | $4758.91      | 0.00%             | 2027-08-21      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5672955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2263 | PA      | $2215.24      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Equinor ASA                                                                        | Equinor ASA                                                                        | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   15300000 | PA      | $14796568.04  | 0.57%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888822.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2942 | PA      | $2930.78      | 0.00%             | 2026-10-20      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5820067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12551 | PA      | $11604.52     | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708445.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1668 | PA      | $1587.76      | 0.00%             | 2027-02-15      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Export-Import Bank of Korea                                                        | Export-Import Bank of Korea                                                        | CUSIP: 302154BT5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    2000000 | PA      | $1932856.80   | 0.07%             | 2025-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5625933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2020 | PA      | $1961.88      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6065954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2625 | PA      | $2476.34      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991833971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1245 | PA      | $157.83       | 0.00%             | 2025-02-14      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6361045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9881 | PA      | $9117.44      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12405015.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17506 | PA      | $17683.43     | 0.00%             | 2027-03-08      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5597532.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1012 | PA      | $473.50       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         37 | PA      | $36.73        | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436007.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1065 | PA      | $1055.71      | 0.00%             | 2025-01-18      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        993 | PA      | $226.23       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31376YWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        484 | PA      | $484.14       | 0.00%             | 2026-11-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991785490.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         14 | PA      | $14.36        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5856526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2223 | PA      | $2140.74      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6146983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6293 | PA      | $5837.63      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2617554.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3721 | PA      | $3692.27      | 0.00%             | 2027-02-14      | Fixed         | 9.01%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6209971.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5025 | PA      | $4704.89      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822173.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        186 | PA      | $195.10       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5820535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        948 | PA      | $899.67       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13961297.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6333 | PA      | $6371.20      | 0.00%             | 2025-04-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15558741.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35877 | PA      | $36073.69     | 0.00%             | 2027-08-12      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4236597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8732 | PA      | $629.94       | 0.00%             | 2032-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6054136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7520 | PA      | $7226.83      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11724729.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8565 | PA      | $1066.57      | 0.00%             | 2025-01-29      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094838.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3628 | PA      | $3618.00      | 0.00%             | 2026-11-22      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5644358.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1889 | PA      | $1835.46      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022307.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5521 | PA      | $5343.60      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5382818.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        523 | PA      | $309.12       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1752441.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5905 | PA      | $5698.45      | 0.00%             | 2025-04-05      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6270933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19809 | PA      | $18345.05     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5991719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3244 | PA      | $3159.76      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6187336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23386 | PA      | $21508.59     | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2288091.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8312 | PA      | $8240.65      | 0.00%             | 2026-12-22      | Fixed         | 12.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11694428.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7840 | PA      | $7949.80      | 0.00%             | 2026-12-22      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1624 | PA      | $1557.44      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3241 | PA      | $3081.79      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1887570.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2696 | PA      | $2685.91      | 0.00%             | 2026-10-20      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5589416.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        229 | PA      | $223.62       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144173279.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6079 | PA      | $5979.36      | 0.00%             | 2023-11-28      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5952928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1414 | PA      | $1178.04      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4566912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4709 | PA      | $2468.48      | 0.00%             | 2023-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        597 | PA      | $522.63       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048031.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4966 | PA      | $4926.19      | 0.00%             | 2024-11-15      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607120.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15073 | PA      | $14915.72     | 0.00%             | 2027-02-10      | Fixed         | 13.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950464.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3662 | PA      | $3630.95      | 0.00%             | 2027-04-14      | Fixed         | 29.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822073.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        293 | PA      | $211.76       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427766.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5007 | PA      | $4926.58      | 0.00%             | 2027-06-13      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2933 | PA      | $2787.71      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 149314316.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3629 | PA      | $3533.92      | 0.00%             | 2024-03-26      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5850700.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1504 | PA      | $1459.84      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616072.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3586 | PA      | $3525.89      | 0.00%             | 2027-02-14      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991855183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        438 | PA      | $30.09        | 0.00%             | 2025-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296692.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1081 | PA      | $1069.17      | 0.00%             | 2024-12-22      | Fixed         | 24.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5588007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20833 | PA      | $8920.35      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885177.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5003 | PA      | $4982.18      | 0.00%             | 2026-10-20      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403GCQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6158 | PA      | $6111.72      | 0.00%             | 2033-09-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991872897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        343 | PA      | $346.78       | 0.00%             | 2025-02-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7227 | PA      | $6754.31      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057430.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24388 | PA      | $24802.88     | 0.00%             | 2027-06-18      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                               | JPMorgan Chase & Co.                                                               | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8276495.30   | 0.32%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6211080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14365 | PA      | $13608.58     | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 156938647.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14318 | PA      | $13837.83     | 0.00%             | 2024-08-31      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6283474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2542 | PA      | $2355.75      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13965445.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18314 | PA      | $18123.97     | 0.00%             | 2027-05-08      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11753946.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23357 | PA      | $23654.08     | 0.00%             | 2027-02-03      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886975.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1797 | PA      | $1790.62      | 0.00%             | 2026-10-20      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16905790.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11231 | PA      | $11433.27     | 0.00%             | 2027-09-17      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888552.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23578 | PA      | $23400.59     | 0.00%             | 2026-10-20      | Fixed         | 7.94%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037850.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1723 | PA      | $1646.51      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15676938.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9043 | PA      | $9165.56      | 0.00%             | 2026-07-06      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6168722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8952 | PA      | $8464.77      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950981.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4662 | PA      | $324.21       | 0.00%             | 2027-04-14      | Fixed         | 31.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047848.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30702 | PA      | $4407.00      | 0.00%             | 2027-04-15      | Fixed         | 20.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296795.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1335 | PA      | $1330.19      | 0.00%             | 2026-12-22      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        121 | PA      | $126.11       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5961476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2784 | PA      | $2175.08      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5735453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2241 | PA      | $2175.27      | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608779.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8979 | PA      | $5317.61      | 0.00%             | 2027-02-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5919779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14182 | PA      | $13601.36     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410F3Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8206 | PA      | $8072.44      | 0.00%             | 2036-06-01      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2424742.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1367 | PA      | $1352.26      | 0.00%             | 2027-01-13      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15398570.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44751 | PA      | $45505.35     | 0.00%             | 2027-08-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6267698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14533 | PA      | $13299.84     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5995861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4973 | PA      | $4734.30      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612790.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13704 | PA      | $13571.13     | 0.00%             | 2027-02-11      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6234964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        496 | PA      | $476.69       | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6283638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5572 | PA      | $5174.07      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2406011.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4018 | PA      | $3985.56      | 0.00%             | 2025-01-14      | Fixed         | 20.17%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15744265.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12463 | PA      | $12513.86     | 0.00%             | 2027-07-07      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 167087629.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6329 | PA      | $5965.18      | 0.00%             | 2033-02-28      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142579027.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2465 | PA      | $2444.83      | 0.00%             | 2023-10-26      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429314.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1402 | PA      | $1392.16      | 0.00%             | 2027-01-14      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3079 | PA      | $2968.47      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2300018.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4914 | PA      | $4895.35      | 0.00%             | 2026-12-22      | Fixed         | 31.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295931.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12115 | PA      | $12043.72     | 0.00%             | 2026-12-21      | Fixed         | 5.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18260 | PA      | $16844.66     | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6196500.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7063 | PA      | $6671.98      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15584134.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24413 | PA      | $24694.74     | 0.00%             | 2027-08-03      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299156.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4186 | PA      | $4123.41      | 0.00%             | 2026-12-22      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612990.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8277 | PA      | $8164.05      | 0.00%             | 2027-02-11      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3521469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3422 | PA      | $42.02        | 0.00%             | 2023-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6026925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7584 | PA      | $7199.63      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991715757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        496 | PA      | $504.95       | 0.00%             | 2025-02-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146347023.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6844 | PA      | $0.00         | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   14400000 | PA      | $924213.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13767273.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14587 | PA      | $14777.35     | 0.00%             | 2027-04-18      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2609054.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9060 | PA      | $8973.83      | 0.00%             | 2027-02-10      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5775835.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        693 | PA      | $611.37       | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2618031.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25602 | PA      | $25302.85     | 0.00%             | 2027-07-14      | Fixed         | 31.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855594.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1096 | PA      | $1064.00      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31404QHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58046 | PA      | $57586.64     | 0.00%             | 2034-05-01      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6043686.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3702 | PA      | $3499.89      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15045243.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18069 | PA      | $17894.43     | 0.00%             | 2027-06-10      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                                 | GS Mortgage Securities Corp. Trust, Series 2022-SHIP, Class A                      | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1850000 | PA      | $1841918.28   | 0.07%             | 2036-08-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4315085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        753 | PA      | $52.30        | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991847760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         90 | PA      | $93.56        | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 166943124.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4996 | PA      | $4786.57      | 0.00%             | 2025-02-20      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616269.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21962 | PA      | $21603.09     | 0.00%             | 2027-02-14      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6172552.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17934 | PA      | $17010.14     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        103 | PA      | $107.63       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5853179.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2163 | PA      | $2044.11      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438200.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        762 | PA      | $753.67       | 0.00%             | 2027-01-18      | Fixed         | 13.65%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142075506.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5847 | PA      | $5869.62      | 0.00%             | 2023-10-19      | Fixed         | 26.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13060190.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22479 | PA      | $22755.20     | 0.00%             | 2025-05-20      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45967 | PA      | $43609.57     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        117 | PA      | $7.88         | 0.00%             | 2025-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689326.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7279 | PA      | $7029.25      | 0.00%             | 2025-01-14      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991810022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1758 | PA      | $1758.70      | 0.00%             | 2025-02-12      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5853203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34143 | PA      | $33029.53     | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4925972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7444 | PA      | $5856.86      | 0.00%             | 2023-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991813569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        530 | PA      | $540.06       | 0.00%             | 2025-02-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5179416.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2654 | PA      | $1247.70      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5382769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        269 | PA      | $263.77       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6290043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2152 | PA      | $1987.99      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5889200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1141 | PA      | $766.97       | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5774590.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3566 | PA      | $3402.35      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1658917.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11366 | PA      | $10926.48     | 0.00%             | 2026-11-09      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5589244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        491 | PA      | $436.10       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3566 | PA      | $3230.89      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095579.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21396 | PA      | $21183.24     | 0.00%             | 2026-11-22      | Fixed         | 22.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6361981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6834 | PA      | $6361.03      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5803772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1721 | PA      | $1520.48      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6032312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4279 | PA      | $4079.12      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888179.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1138 | PA      | $1127.21      | 0.00%             | 2026-10-20      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46109 | PA      | $43270.47     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4956027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1051 | PA      | $795.66       | 0.00%             | 2023-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5676682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5218 | PA      | $5089.55      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991816017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        134 | PA      | $135.20       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6190985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20203 | PA      | $19158.03     | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.14         | 0.00%             | 2027-11-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5359729.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4300 | PA      | $3919.27      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6357249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21512 | PA      | $19987.63     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 153172761.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7367 | PA      | $7176.96      | 0.00%             | 2024-06-12      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716380.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1210 | PA      | $1202.72      | 0.00%             | 2024-09-15      | Fixed         | 13.61%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15129611.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9958 | PA      | $10085.03     | 0.00%             | 2025-07-16      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991937848.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1330 | PA      | $1384.54      | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715589.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9238 | PA      | $9218.15      | 0.00%             | 2024-09-15      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950561.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1395 | PA      | $1383.91      | 0.00%             | 2027-04-14      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094419.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        874 | PA      | $871.78       | 0.00%             | 2026-11-22      | Fixed         | 28.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4710517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3555 | PA      | $1018.89      | 0.00%             | 2023-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman CLO XVI-S Ltd.                                                    | Neuberger Berman CLO XVI-S Ltd., Series 2017-16SA, Class AR                        | CUSIP: 64131TAN4<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $14791271.63  | 0.57%             | 2034-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2603194.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3670 | PA      | $2066.23      | 0.00%             | 2025-02-10      | Fixed         | 9.76%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5948394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8805 | PA      | $8268.41      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6134839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7856 | PA      | $7467.62      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300266.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18330 | PA      | $18180.91     | 0.00%             | 2026-12-22      | Fixed         | 15.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5930749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6019 | PA      | $5753.22      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5338362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2515 | PA      | $1860.00      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4829812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        562 | PA      | $88.40        | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14188625.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18148 | PA      | $18404.82     | 0.00%             | 2027-06-20      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 163084513.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5125 | PA      | $4992.15      | 0.00%             | 2025-01-21      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1153 | PA      | $933.14       | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293167.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6533 | PA      | $6483.74      | 0.00%             | 2026-12-21      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991754217.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         13 | PA      | $12.73        | 0.00%             | 2025-02-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6473 | PA      | $6131.68      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5862719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4110 | PA      | $2127.42      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        666 | PA      | $508.16       | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15532455.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38848 | PA      | $3956.75      | 0.00%             | 2026-07-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5836746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1657 | PA      | $1352.34      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145611420.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4892 | PA      | $4789.15      | 0.00%             | 2023-12-31      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298545.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11962 | PA      | $11910.82     | 0.00%             | 2026-12-22      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4975986.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1984 | PA      | $1507.71      | 0.00%             | 2023-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Massachusetts State College Building Authority                                     | Massachusetts State College Building Authority, Series 2019 C                      | CUSIP: 575831EY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2635000 | PA      | $2458027.34   | 0.10%             | 2026-05-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5596609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         51 | PA      | $49.47        | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425291.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4438 | PA      | $4379.51      | 0.00%             | 2025-01-13      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613233.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3777 | PA      | $271.89       | 0.00%             | 2027-02-11      | Fixed         | 14.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296638.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        846 | PA      | $842.38       | 0.00%             | 2026-12-22      | Fixed         | 23.96%                | No            |                  3 | On Loan: No      |
| Imperial Brands Finance plc                                                        | Imperial Brands Finance plc                                                        | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $676010.50    | 0.03%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5876700.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9234 | PA      | $8303.66      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950603.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19216 | PA      | $18974.89     | 0.00%             | 2027-04-14      | Fixed         | 18.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435573.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8413 | PA      | $8358.88      | 0.00%             | 2027-01-18      | Fixed         | 28.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4910604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        125 | PA      | $120.07       | 0.00%             | 2023-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14219059.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17996 | PA      | $18245.40     | 0.00%             | 2027-06-16      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6269131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      51431 | PA      | $48284.82     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2281021.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5007 | PA      | $4989.17      | 0.00%             | 2026-12-22      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427013.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3470 | PA      | $1855.62      | 0.00%             | 2025-06-13      | Fixed         | 6.64%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15653079.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9978 | PA      | $1084.64      | 0.00%             | 2027-08-19      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2398372.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10099 | PA      | $9972.39      | 0.00%             | 2027-01-13      | Fixed         | 15.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047282.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4008 | PA      | $3967.68      | 0.00%             | 2026-11-15      | Fixed         | 16.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049180.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25334 | PA      | $25176.07     | 0.00%             | 2026-11-15      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         22 | PA      | $22.16        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617062.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6528 | PA      | $6463.17      | 0.00%             | 2027-02-14      | Fixed         | 15.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436458.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1749 | PA      | $1736.57      | 0.00%             | 2027-01-18      | Fixed         | 23.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950277.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3032 | PA      | $3005.37      | 0.00%             | 2027-04-14      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5585785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1019 | PA      | $993.76       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6064726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1539 | PA      | $1486.60      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6293751.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21140 | PA      | $19698.76     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11704729.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16920 | PA      | $17135.13     | 0.00%             | 2027-01-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3232249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        828 | PA      | $3.25         | 0.00%             | 2023-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17083152.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6306 | PA      | $6385.61      | 0.00%             | 2024-09-06      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5778747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3628 | PA      | $3284.78      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4600950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        936 | PA      | $268.15       | 0.00%             | 2023-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5713585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9455 | PA      | $9203.60      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6226503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17307 | PA      | $16330.89     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6033262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        664 | PA      | $630.20       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4879704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5548 | PA      | $3590.93      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5362532.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        712 | PA      | $637.10       | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615153.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10419 | PA      | $10276.15     | 0.00%             | 2027-02-11      | Fixed         | 15.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15231441.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44068 | PA      | $44668.81     | 0.00%             | 2027-08-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949677.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10331 | PA      | $10153.01     | 0.00%             | 2025-04-14      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426414.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17054 | PA      | $16879.28     | 0.00%             | 2025-01-13      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608032.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3983 | PA      | $3959.61      | 0.00%             | 2029-02-10      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5875023.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4200 | PA      | $4089.55      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5845764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6375 | PA      | $5978.11      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812203.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        728 | PA      | $742.69       | 0.00%             | 2024-02-15      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6007321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2603 | PA      | $2354.91      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6010564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        450 | PA      | $440.70       | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094888.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1231 | PA      | $1220.37      | 0.00%             | 2026-11-22      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885521.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2326 | PA      | $2300.71      | 0.00%             | 2026-10-20      | Fixed         | 18.95%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 22728779.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5489 | PA      | $5706.53      | 0.00%             | 2024-09-20      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5998598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6634 | PA      | $6419.61      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3436460.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        585 | PA      | $7.03         | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4879470.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8506 | PA      | $5696.51      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17143594.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14416 | PA      | $14606.82     | 0.00%             | 2026-09-07      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5588722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          6 | PA      | $6.00         | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047733.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2397 | PA      | $2371.54      | 0.00%             | 2024-11-15      | Fixed         | 21.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5983544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3604 | PA      | $3435.57      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 167835280.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $56.82        | 0.00%             | 2023-03-15      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13811007.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23266 | PA      | $23584.04     | 0.00%             | 2027-05-21      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5948556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2211 | PA      | $1521.07      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13754354.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28306 | PA      | $28685.58     | 0.00%             | 2027-05-17      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6200086.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33781 | PA      | $31703.05     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295041.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        406 | PA      | $401.94       | 0.00%             | 2024-12-21      | Fixed         | 8.37%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428845.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8841 | PA      | $2379.65      | 0.00%             | 2027-01-14      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294247.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5595 | PA      | $5311.81      | 0.00%             | 2026-12-21      | Fixed         | 28.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6153219.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5268 | PA      | $4725.69      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6131933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1036 | PA      | $977.72       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13951296.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19739 | PA      | $19676.86     | 0.00%             | 2025-04-26      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        126 | PA      | $126.15       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6228008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3689 | PA      | $3392.81      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426096.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1711 | PA      | $1693.93      | 0.00%             | 2025-01-13      | Fixed         | 5.45%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5364036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2649 | PA      | $2220.26      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615061.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1835 | PA      | $1817.37      | 0.00%             | 2027-02-11      | Fixed         | 29.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1656467.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        738 | PA      | $719.85       | 0.00%             | 2024-12-08      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4463847.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1390 | PA      | $339.78       | 0.00%             | 2033-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805019.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         93 | PA      | $21.92        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4790964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6863 | PA      | $4970.00      | 0.00%             | 2023-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4990427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        646 | PA      | $370.51       | 0.00%             | 2023-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1066 | PA      | $942.52       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430601.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14740 | PA      | $14604.10     | 0.00%             | 2027-01-14      | Fixed         | 11.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6220695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47520 | PA      | $45261.52     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431470.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2921 | PA      | $205.01       | 0.00%             | 2027-01-14      | Fixed         | 29.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5621982.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1704 | PA      | $1654.96      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1688219.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3177 | PA      | $434.79       | 0.00%             | 2025-01-12      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049386.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4977 | PA      | $4890.66      | 0.00%             | 2027-04-15      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437692.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4136 | PA      | $4094.66      | 0.00%             | 2025-01-18      | Fixed         | 6.91%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5993814.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6644 | PA      | $6374.07      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606199.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2906 | PA      | $206.06       | 0.00%             | 2027-02-10      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613189.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27069 | PA      | $26837.97     | 0.00%             | 2027-02-11      | Fixed         | 27.88%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146595623.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8201 | PA      | $781.10       | 0.00%             | 2024-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13628755.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9620 | PA      | $9713.10      | 0.00%             | 2027-05-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809887.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        183 | PA      | $191.43       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991854422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        890 | PA      | $918.50       | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436823.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3467 | PA      | $3444.23      | 0.00%             | 2027-01-18      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5508109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3987 | PA      | $3880.97      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5904216.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7082 | PA      | $6876.37      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22086 | PA      | $20971.84     | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5965204.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11757 | PA      | $11079.30     | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1702146.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2971 | PA      | $2866.12      | 0.00%             | 2025-02-09      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5749299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        751 | PA      | $725.87       | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5896814.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4480 | PA      | $4368.88      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        419 | PA      | $385.19       | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437164.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5060 | PA      | $5012.18      | 0.00%             | 2027-01-18      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857312.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        273 | PA      | $188.18       | 0.00%             | 2025-02-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6145927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2960 | PA      | $2531.06      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3900 | PA      | $4076.91      | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5775446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1591 | PA      | $1554.08      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3431 | PA      | $3117.84      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605567.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4740 | PA      | $4675.72      | 0.00%             | 2027-02-11      | Fixed         | 18.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6045306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2308 | PA      | $2215.83      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5667116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        818 | PA      | $798.91       | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 166785571.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3712 | PA      | $3645.06      | 0.00%             | 2033-02-18      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1887062.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4104 | PA      | $4055.39      | 0.00%             | 2026-10-20      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4660611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3080 | PA      | $940.84       | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1717347.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2940 | PA      | $2919.14      | 0.00%             | 2024-09-15      | Fixed         | 10.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5243311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        861 | PA      | $842.75       | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6005712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2581 | PA      | $2403.76      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5945657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5201 | PA      | $5016.80      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13485505.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26739 | PA      | $27052.42     | 0.00%             | 2026-05-22      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2934626.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6161 | PA      | $6104.85      | 0.00%             | 2027-04-14      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6010579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2571 | PA      | $2269.93      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297196.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8843 | PA      | $8806.24      | 0.00%             | 2026-12-22      | Fixed         | 28.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5910313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4608 | PA      | $4379.22      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6033308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5891 | PA      | $5648.25      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3437850.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4084 | PA      | $45.57        | 0.00%             | 2023-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5600022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2479 | PA      | $1683.95      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991863850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        482 | PA      | $88.15        | 0.00%             | 2025-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5531222.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17581 | PA      | $16600.27     | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047893.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4058 | PA      | $4018.58      | 0.00%             | 2026-11-15      | Fixed         | 10.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5930637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4897 | PA      | $4753.80      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297574.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12582 | PA      | $923.03       | 0.00%             | 2024-12-22      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5883448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24290 | PA      | $23227.57     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951000.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25886 | PA      | $25504.83     | 0.00%             | 2027-09-14      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                              | Dominion Energy, Inc., Series D                                                    | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1218713.89   | 0.05%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5948543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        195 | PA      | $191.34       | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6038817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4064 | PA      | $3892.77      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 25774878.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21888 | PA      | $22923.99     | 0.00%             | 2025-01-25      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4839467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1586 | PA      | $714.90       | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950227.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7581 | PA      | $7514.31      | 0.00%             | 2027-04-14      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5939729.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7583 | PA      | $7270.67      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15602180.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14832 | PA      | $15093.30     | 0.00%             | 2026-08-20      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991750465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1257 | PA      | $819.95       | 0.00%             | 2025-02-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12272 | PA      | $11665.28     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5613077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2086 | PA      | $2049.09      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4955142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2096 | PA      | $1860.32      | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5985195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34763 | PA      | $33319.03     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15399078.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44166 | PA      | $44355.22     | 0.00%             | 2025-08-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5749332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9683 | PA      | $9303.63      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1776 | PA      | $1640.31      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5594 | PA      | $841.17       | 0.00%             | 2027-01-18      | Fixed         | 29.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14181617.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13193 | PA      | $13249.60     | 0.00%             | 2025-06-19      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048918.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3552 | PA      | $3525.96      | 0.00%             | 2026-11-15      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1715824.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2231 | PA      | $2151.71      | 0.00%             | 2025-02-16      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950242.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2566 | PA      | $2543.37      | 0.00%             | 2027-04-14      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5378646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5973 | PA      | $5826.14      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1695337.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1417 | PA      | $1366.73      | 0.00%             | 2025-01-14      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1749355.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31033 | PA      | $29924.99     | 0.00%             | 2027-04-05      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188353998.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15117 | PA      | $14875.98     | 0.00%             | 2027-04-21      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1754274.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3096 | PA      | $2992.19      | 0.00%             | 2027-04-07      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5980967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1233 | PA      | $745.60       | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        115 | PA      | $118.27       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5949611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3896 | PA      | $3485.40      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5991352.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1147 | PA      | $1085.94      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4545669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2389 | PA      | $865.61       | 0.00%             | 2023-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5655533.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2664 | PA      | $2556.21      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5961735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1753 | PA      | $1684.94      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6155603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21086 | PA      | $20099.05     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949108.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14140 | PA      | $14046.55     | 0.00%             | 2027-04-14      | Fixed         | 9.33%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825037.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         69 | PA      | $70.83        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2602901.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6716 | PA      | $6618.06      | 0.00%             | 2027-02-10      | Fixed         | 15.85%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11749943.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11442 | PA      | $11514.38     | 0.00%             | 2026-12-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174153.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6532 | PA      | $6221.14      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991778437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        264 | PA      | $275.29       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 163060788.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9230 | PA      | $8874.91      | 0.00%             | 2024-12-17      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2019591.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7796 | PA      | $7675.53      | 0.00%             | 2026-11-15      | Fixed         | 24.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715015.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4049 | PA      | $4013.52      | 0.00%             | 2026-09-15      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5956344.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13624 | PA      | $12904.66     | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6061708.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3615 | PA      | $3489.61      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16065337.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10282 | PA      | $10195.90     | 0.00%             | 2025-08-14      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12386826.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5945 | PA      | $5958.03      | 0.00%             | 2024-02-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14881643.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20197 | PA      | $20503.48     | 0.00%             | 2027-07-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607288.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11601 | PA      | $3123.05      | 0.00%             | 2029-02-10      | Fixed         | 27.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5627835.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1722 | PA      | $1673.15      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6249901.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3929 | PA      | $3629.59      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1882558.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1365 | PA      | $1360.15      | 0.00%             | 2026-10-20      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6303578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16694 | PA      | $15558.55     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24595955.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2663 | PA      | $2703.39      | 0.00%             | 2024-11-29      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S3, Class PT | CUSIP: 21055RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      58288 | PA      | $54467.97     | 0.00%             | 2044-06-15      | Variable      | 11.19%                | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         94 | PA      | $98.36        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830446.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        353 | PA      | $364.74       | 0.00%             | 2025-02-13      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 149673312.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3222 | PA      | $3139.78      | 0.00%             | 2024-04-03      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4654347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        606 | PA      | $214.31       | 0.00%             | 2023-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4475919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1752 | PA      | $481.74       | 0.00%             | 2033-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293438.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5966 | PA      | $88.87        | 0.00%             | 2026-12-21      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4877319.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1558 | PA      | $513.53       | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11872702.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18948 | PA      | $19228.06     | 0.00%             | 2026-02-20      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5833277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1824 | PA      | $1770.00      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299910.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3498 | PA      | $3480.75      | 0.00%             | 2024-12-22      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5965888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7185 | PA      | $6861.48      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6146964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1013 | PA      | $966.68       | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 140347396.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1725 | PA      | $1720.34      | 0.00%             | 2023-09-19      | Fixed         | 19.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432731.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20085 | PA      | $19910.64     | 0.00%             | 2027-06-14      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188588570.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3571 | PA      | $3518.12      | 0.00%             | 2025-04-21      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6107259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        229 | PA      | $185.45       | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6220614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11007 | PA      | $10502.58     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2887 | PA      | $2866.69      | 0.00%             | 2027-01-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         56 | PA      | $57.20        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5914593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4765 | PA      | $4612.75      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298860.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13069 | PA      | $13009.46     | 0.00%             | 2026-12-22      | Fixed         | 23.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814464.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         40 | PA      | $40.91        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15010755.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19366 | PA      | $19239.91     | 0.00%             | 2025-07-23      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2617490.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28877 | PA      | $28624.87     | 0.00%             | 2027-02-14      | Fixed         | 27.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2285 | PA      | $2170.56      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148704813.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10446 | PA      | $10225.14     | 0.00%             | 2024-03-12      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17115080.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10395 | PA      | $10532.91     | 0.00%             | 2026-09-13      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                                          | Towd Point Mortgage Trust, Series 2019-1, Class A1                                 | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6880423 | PA      | $6652746.13   | 0.26%             | 2058-03-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5144935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        455 | PA      | $443.25       | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5317 | PA      | $5015.23      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $7.59         | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615294.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        998 | PA      | $989.52       | 0.00%             | 2027-02-11      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20221 | PA      | $15776.63     | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606750.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1791 | PA      | $1760.56      | 0.00%             | 2027-02-10      | Fixed         | 23.58%                | No            |                  3 | On Loan: No      |
| Adagio CLO VIII DAC                                                                | Adagio CLO VIII DAC, Series VIII-A, Class B1                                       | CUSIP: N/A<br>LEI: 635400GXSZ7DMJYBSH11       | Long             | ABS-CBDO         | CORP              | IE        |     500000 | PA      | $517655.97    | 0.02%             | 2032-04-15      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 151679657.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7132 | PA      | $6917.49      | 0.00%             | 2024-07-14      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1720956.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9634 | PA      | $9229.09      | 0.00%             | 2025-02-28      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809986.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         61 | PA      | $4.70         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1884837.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30498 | PA      | $30440.64     | 0.00%             | 2027-03-20      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13608599.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29225 | PA      | $29722.61     | 0.00%             | 2025-09-23      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188635054.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9405 | PA      | $9372.14      | 0.00%             | 2025-04-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425395.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26036 | PA      | $3467.65      | 0.00%             | 2027-01-13      | Fixed         | 7.04%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434141.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3414 | PA      | $3364.46      | 0.00%             | 2027-01-14      | Fixed         | 21.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1048 | PA      | $1009.01      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6006974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2307 | PA      | $2261.04      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17493794.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9402 | PA      | $9386.14      | 0.00%             | 2025-09-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066738.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4202 | PA      | $4012.98      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7960 | PA      | $7649.75      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410KD27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68008 | PA      | $67267.63     | 0.00%             | 2034-05-01      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5099070.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        659 | PA      | $576.31       | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1889370.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8404 | PA      | $8297.40      | 0.00%             | 2026-10-20      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6141442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3158 | PA      | $2993.95      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437190.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3327 | PA      | $489.13       | 0.00%             | 2027-06-18      | Fixed         | 29.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5965875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        871 | PA      | $827.24       | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 992003978.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          5 | PA      | $0.03         | 0.00%             | 2027-11-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1715365.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9144 | PA      | $8831.59      | 0.00%             | 2025-02-15      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6143288.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1515 | PA      | $1424.75      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6261070.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36159 | PA      | $33851.71     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23752 | PA      | $22404.39     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1887186.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1692 | PA      | $1685.20      | 0.00%             | 2026-10-20      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951407.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        624 | PA      | $43.63        | 0.00%             | 2027-04-14      | Fixed         | 30.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6308913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5836 | PA      | $5385.15      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5953015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5041 | PA      | $4096.32      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2365 | PA      | $2435.48      | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2422983.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24501 | PA      | $24202.65     | 0.00%             | 2027-01-13      | Fixed         | 19.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806406.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        164 | PA      | $125.47       | 0.00%             | 2025-02-14      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047410.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        837 | PA      | $812.57       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612001.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2277 | PA      | $2256.05      | 0.00%             | 2027-02-11      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991821791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         73 | PA      | $75.06        | 0.00%             | 2024-02-14      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6031890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2488 | PA      | $2388.76      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319630.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4975 | PA      | $4584.91      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         73 | PA      | $74.14        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1720971.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17589 | PA      | $16760.89     | 0.00%             | 2027-02-15      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808763.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        529 | PA      | $534.96       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6572 | PA      | $5741.94      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991753187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        237 | PA      | $245.54       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150161543.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10501 | PA      | $10063.52     | 0.00%             | 2024-10-11      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5615718.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5692 | PA      | $5368.96      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5931950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14250 | PA      | $13547.62     | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5937097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6066 | PA      | $5786.83      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15868809.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31885 | PA      | $32341.10     | 0.00%             | 2027-08-16      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6012409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6468 | PA      | $6029.24      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-10806516.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12303 | PA      | $2322.03      | 0.00%             | 2026-11-19      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5706614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1983 | PA      | $1866.66      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5976797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31644 | PA      | $30578.41     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11657253.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39125 | PA      | $39649.36     | 0.00%             | 2025-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403DHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108438 | PA      | $109844.69    | 0.00%             | 2035-03-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5975118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1045 | PA      | $1019.86      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427875.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        899 | PA      | $893.46       | 0.00%             | 2027-01-13      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                              | FHLMC                                                                              | CUSIP: 31300LS55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     198121 | PA      | $194532.46    | 0.01%             | 2036-10-01      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955529.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3570 | PA      | $3270.31      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5578025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        511 | PA      | $498.88       | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13625696.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13537 | PA      | $13735.75     | 0.00%             | 2027-06-09      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294687.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        757 | PA      | $714.55       | 0.00%             | 2024-12-21      | Fixed         | 28.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6238068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10723 | PA      | $10125.76     | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1717605.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1992 | PA      | $1983.85      | 0.00%             | 2026-09-15      | Fixed         | 32.67%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 157988494.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        406 | PA      | $13.77        | 0.00%             | 2033-02-03      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6277404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4921 | PA      | $4618.79      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605631.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8151 | PA      | $8069.80      | 0.00%             | 2025-02-10      | Fixed         | 15.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6314524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13969 | PA      | $12988.00     | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048741.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2385 | PA      | $2370.85      | 0.00%             | 2024-11-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1716114.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        778 | PA      | $772.19       | 0.00%             | 2026-09-15      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5019192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10195 | PA      | $6451.74      | 0.00%             | 2023-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15044155.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18758 | PA      | $18752.62     | 0.00%             | 2027-07-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096815.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33491 | PA      | $31800.84     | 0.00%             | 2027-04-22      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2602456.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7117 | PA      | $7052.20      | 0.00%             | 2027-02-10      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2364 | PA      | $1275.86      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        178 | PA      | $186.33       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096905.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21871 | PA      | $20588.88     | 0.00%             | 2026-11-22      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14543407.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16676 | PA      | $16927.15     | 0.00%             | 2025-07-29      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5532399.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1906 | PA      | $1353.00      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5571676.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3503 | PA      | $1871.20      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6029772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3217 | PA      | $3065.03      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                              | Shinhan Bank Co. Ltd.                                                              | CUSIP: 82460CAQ7<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    6500000 | PA      | $5718212.57   | 0.22%             | 2026-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1688201.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8823 | PA      | $8528.62      | 0.00%             | 2027-01-12      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5171784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5596 | PA      | $5155.90      | 0.00%             | 2023-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1718853.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5798 | PA      | $5774.83      | 0.00%             | 2026-09-15      | Fixed         | 27.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2287500.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5676 | PA      | $5649.91      | 0.00%             | 2026-12-21      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 154841821.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8974 | PA      | $8629.47      | 0.00%             | 2024-09-22      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6261807.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10843 | PA      | $9908.32      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188122973.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30141 | PA      | $29459.65     | 0.00%             | 2027-04-11      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14082686.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21608 | PA      | $7187.04      | 0.00%             | 2025-05-04      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1736 | PA      | $1594.84      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174077.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3130 | PA      | $2980.50      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11750254.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6156 | PA      | $6224.59      | 0.00%             | 2025-12-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        297 | PA      | $303.35       | 0.00%             | 2025-02-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886505.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        633 | PA      | $629.06       | 0.00%             | 2024-10-20      | Fixed         | 13.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5740514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3974 | PA      | $3190.62      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057755.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10246 | PA      | $5738.72      | 0.00%             | 2027-06-05      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        709 | PA      | $446.63       | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885149.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1675 | PA      | $1649.49      | 0.00%             | 2025-08-20      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2602895.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9189 | PA      | $9057.69      | 0.00%             | 2027-02-10      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4609411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2545 | PA      | $1296.49      | 0.00%             | 2023-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161154.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1183 | PA      | $1149.50      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5094121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2484 | PA      | $1876.01      | 0.00%             | 2023-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4171680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3222 | PA      | $240.62       | 0.00%             | 2032-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1888517.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1745 | PA      | $1739.48      | 0.00%             | 2026-10-20      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608836.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4793 | PA      | $4740.69      | 0.00%             | 2027-07-10      | Fixed         | 27.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6249598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1418 | PA      | $1345.50      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                          | Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class A1R2              | CUSIP: 14312HAU0<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1974243.99   | 0.08%             | 2034-04-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                           | U.S. Treasury Notes                                                                | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120000000 | PA      | $115333593.60 | 4.46%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4561751.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3074 | PA      | $569.95       | 0.00%             | 2023-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608931.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6852 | PA      | $480.06       | 0.00%             | 2027-02-10      | Fixed         | 30.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5645289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10234 | PA      | $9958.50      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1887864.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1268 | PA      | $1258.08      | 0.00%             | 2024-10-20      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047014.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6402 | PA      | $6347.28      | 0.00%             | 2024-11-15      | Fixed         | 11.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614597.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8767 | PA      | $8648.36      | 0.00%             | 2027-02-11      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126455.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17952 | PA      | $17157.30     | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6301243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1422 | PA      | $1333.01      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1725226.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8710 | PA      | $8395.50      | 0.00%             | 2027-03-03      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5804223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1715 | PA      | $1658.04      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047674.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3456 | PA      | $3430.54      | 0.00%             | 2026-11-15      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1722244.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19291 | PA      | $18726.29     | 0.00%             | 2025-02-28      | Fixed         | 17.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         98 | PA      | $99.77        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        356 | PA      | $367.14       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6000204.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        324 | PA      | $315.99       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297621.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1893 | PA      | $1876.06      | 0.00%             | 2026-12-22      | Fixed         | 13.91%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686618.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16599 | PA      | $15995.15     | 0.00%             | 2026-12-16      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| EDP Finance BV                                                                     | EDP Finance BV                                                                     | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    6500000 | PA      | $5545096.77   | 0.21%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5914297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11452 | PA      | $9382.00      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609551.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2330 | PA      | $2309.05      | 0.00%             | 2027-02-10      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991852722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        587 | PA      | $597.55       | 0.00%             | 2025-02-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142083793.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7229 | PA      | $6962.46      | 0.00%             | 2024-10-25      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5575348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5618 | PA      | $4630.66      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949682.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1285 | PA      | $1275.33      | 0.00%             | 2027-04-14      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5875736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13158 | PA      | $12367.98     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298101.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4056 | PA      | $4002.51      | 0.00%             | 2026-12-22      | Fixed         | 15.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606517.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7086 | PA      | $6987.31      | 0.00%             | 2027-02-10      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6035132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2045 | PA      | $1471.24      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991829933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         59 | PA      | $4.13         | 0.00%             | 2024-02-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750525.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6446 | PA      | $6159.20      | 0.00%             | 2025-04-19      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6035822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20741 | PA      | $17475.68     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6306228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10455 | PA      | $9716.49      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13200176.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12450 | PA      | $12677.24     | 0.00%             | 2026-08-24      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297186.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8576 | PA      | $8483.35      | 0.00%             | 2026-12-22      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14874396.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41544 | PA      | $41992.16     | 0.00%             | 2025-07-06      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                                    | TransDigm, Inc.                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1501166.61   | 0.06%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13826786.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10591 | PA      | $10739.31     | 0.00%             | 2026-06-03      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5244341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1975 | PA      | $1929.83      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049049.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4725 | PA      | $4697.24      | 0.00%             | 2024-11-15      | Fixed         | 18.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5796902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3472 | PA      | $3373.80      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6310754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9264 | PA      | $8517.77      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6261563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1589 | PA      | $1468.25      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2932125.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8492 | PA      | $8424.69      | 0.00%             | 2027-04-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5852875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3856 | PA      | $3726.46      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5951141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2188 | PA      | $2107.47      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5852131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2121 | PA      | $2068.85      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5834802.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27791 | PA      | $27072.12     | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5721180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2658 | PA      | $2591.03      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6318972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11253 | PA      | $10353.11     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        788 | PA      | $720.39       | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271338.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1743 | PA      | $1609.83      | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2437 | PA      | $2303.93      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                              | FHLMC Gold Pool, 15 Year                                                           | CUSIP: 3128MMJQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        267 | PA      | $266.89       | 0.00%             | 2023-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188308390.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5512 | PA      | $5434.93      | 0.00%             | 2027-04-14      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 160917260.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1146 | PA      | $1142.26      | 0.00%             | 2033-01-31      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6135101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12668 | PA      | $12024.32     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1707995.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30432 | PA      | $28997.02     | 0.00%             | 2027-02-15      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4723323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        842 | PA      | $186.73       | 0.00%             | 2023-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5791283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7476 | PA      | $7208.63      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1714675.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11920 | PA      | $10049.66     | 0.00%             | 2025-02-15      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6259726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1112 | PA      | $1061.57      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15761876.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14280 | PA      | $14394.15     | 0.00%             | 2025-06-25      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430797.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20804 | PA      | $20679.78     | 0.00%             | 2027-01-14      | Fixed         | 27.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5716854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6654 | PA      | $6516.88      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6245050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7657 | PA      | $7272.50      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4488941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1573 | PA      | $482.97       | 0.00%             | 2033-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6257326.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46755 | PA      | $44221.98     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145998409.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7147 | PA      | $6852.55      | 0.00%             | 2024-12-14      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5690006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1771 | PA      | $1724.11      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4606149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2148 | PA      | $964.51       | 0.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5813539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3691 | PA      | $3400.00      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1700580.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13327 | PA      | $12819.35     | 0.00%             | 2027-01-15      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423964.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6053 | PA      | $5962.23      | 0.00%             | 2027-01-13      | Fixed         | 18.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6017704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5547 | PA      | $5323.96      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5994698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2068 | PA      | $1986.61      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5894565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2740 | PA      | $2665.66      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oriflame Investment Holding plc                                                    | Oriflame Investment Holding plc                                                    | CUSIP: 68621CAA7<br>LEI: 549300LGP4VBCHWQTD80 | Long             | DBT              | CORP              | JE        |     600000 | PA      | $380400.00    | 0.01%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615990.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2862 | PA      | $2835.12      | 0.00%             | 2027-07-14      | Fixed         | 30.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5817491.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8015 | PA      | $7765.28      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049063.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23938 | PA      | $23562.54     | 0.00%             | 2026-11-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 151495173.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7545 | PA      | $7357.72      | 0.00%             | 2024-05-24      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950727.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4773 | PA      | $668.57       | 0.00%             | 2027-09-14      | Fixed         | 25.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435436.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3744 | PA      | $-28.62       | -0.00%            | 2027-01-14      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951348.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1569 | PA      | $1554.54      | 0.00%             | 2025-04-14      | Fixed         | 13.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607742.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20748 | PA      | $5970.27      | 0.00%             | 2027-07-10      | Fixed         | 28.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14178588.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2697 | PA      | $2675.90      | 0.00%             | 2027-06-26      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 156540264.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10159 | PA      | $9956.20      | 0.00%             | 2024-09-06      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6210365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17825 | PA      | $17077.53     | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299939.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        981 | PA      | $976.86       | 0.00%             | 2026-12-22      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991984852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        627 | PA      | $628.34       | 0.00%             | 2025-02-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435811.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34276 | PA      | $32205.77     | 0.00%             | 2027-01-18      | Fixed         | 10.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4580 | PA      | $4266.67      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095437.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2695 | PA      | $193.39       | 0.00%             | 2025-04-22      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4887776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7763 | PA      | $4311.16      | 0.00%             | 2023-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6045997.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14714 | PA      | $14002.65     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                    | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2647819.48   | 0.10%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1944 | PA      | $1457.87      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991813547.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         67 | PA      | $67.90        | 0.00%             | 2025-02-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3805 | PA      | $3961.63      | 0.00%             | 2025-02-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8709 | PA      | $8281.04      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5245808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        190 | PA      | $181.26       | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950334.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3989 | PA      | $3939.38      | 0.00%             | 2027-04-14      | Fixed         | 20.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605050.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1343 | PA      | $1317.75      | 0.00%             | 2025-02-10      | Fixed         | 21.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6354906.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8343 | PA      | $7732.89      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5985033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4286 | PA      | $4122.26      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1077 | PA      | $1040.06      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849938.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        120 | PA      | $124.96       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6153090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11895 | PA      | $11302.71     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1679392.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5863 | PA      | $5587.40      | 0.00%             | 2026-12-15      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434494.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4240 | PA      | $4201.56      | 0.00%             | 2027-01-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047868.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32445 | PA      | $32183.69     | 0.00%             | 2026-11-15      | Fixed         | 10.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        706 | PA      | $652.00       | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5776 | PA      | $5581.26      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295310.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6397 | PA      | $6349.55      | 0.00%             | 2026-12-21      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| American Home Mortgage Investment Trust                                            | American Home Mortgage Investment Trust, Series 2005-1, Class 6A                   | CUSIP: 02660TDH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197431 | PA      | $195045.08    | 0.01%             | 2045-06-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4473681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        107 | PA      | $35.64        | 0.00%             | 2033-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435208.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37392 | PA      | $37117.45     | 0.00%             | 2027-01-14      | Fixed         | 8.40%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5980809.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        569 | PA      | $552.07       | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17439783.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5502 | PA      | $5598.63      | 0.00%             | 2026-09-25      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 165905919.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14377 | PA      | $13745.81     | 0.00%             | 2025-02-03      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6120514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11269 | PA      | $10717.53     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293707.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6467 | PA      | $6374.96      | 0.00%             | 2026-12-21      | Fixed         | 21.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6053668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5959 | PA      | $5622.68      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188256153.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5418 | PA      | $5350.73      | 0.00%             | 2027-04-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437025.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4249 | PA      | $4222.09      | 0.00%             | 2027-01-18      | Fixed         | 32.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294392.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16914 | PA      | $16814.63     | 0.00%             | 2026-12-21      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948942.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2440 | PA      | $173.98       | 0.00%             | 2027-04-14      | Fixed         | 28.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6245007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5067 | PA      | $4603.61      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6013996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2441 | PA      | $2343.53      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 158175447.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15206 | PA      | $14707.45     | 0.00%             | 2024-09-10      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13921051.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36652 | PA      | $37134.48     | 0.00%             | 2027-06-18      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299147.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3407 | PA      | $249.79       | 0.00%             | 2025-05-22      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604982.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13440 | PA      | $13318.58     | 0.00%             | 2027-02-10      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2601898.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1252 | PA      | $1240.97      | 0.00%             | 2027-02-10      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6185723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4273 | PA      | $4065.29      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        932 | PA      | $853.46       | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991767800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2166 | PA      | $2181.45      | 0.00%             | 2025-02-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6719 | PA      | $6397.29      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5557327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        955 | PA      | $907.83       | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5977719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        177 | PA      | $171.97       | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5885885.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12116 | PA      | $11759.37     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6132459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18082 | PA      | $17317.08     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        757 | PA      | $696.58       | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14921328.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36937 | PA      | $37296.19     | 0.00%             | 2027-07-10      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5950336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9804 | PA      | $9483.13      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6054276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7709 | PA      | $7392.64      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155893259.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13393 | PA      | $13225.29     | 0.00%             | 2024-07-25      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611057.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21839 | PA      | $12959.33     | 0.00%             | 2027-02-11      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096631.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3474 | PA      | $3464.62      | 0.00%             | 2026-11-22      | Fixed         | 26.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6107267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34526 | PA      | $29823.99     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436155.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8103 | PA      | $8044.67      | 0.00%             | 2027-01-18      | Fixed         | 27.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095323.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        970 | PA      | $961.89       | 0.00%             | 2024-11-22      | Fixed         | 10.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1833 | PA      | $1751.23      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13725 | PA      | $13223.74     | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6128 | PA      | $5762.58      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6205796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1488 | PA      | $1113.83      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825101.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        747 | PA      | $776.73       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991848142.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        199 | PA      | $13.83        | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5608901.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        280 | PA      | $229.88       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6308135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1574 | PA      | $1448.37      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255247.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3836 | PA      | $3663.16      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        434 | PA      | $453.27       | 0.00%             | 2025-02-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296192.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        703 | PA      | $700.17       | 0.00%             | 2024-12-22      | Fixed         | 20.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6162019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9300 | PA      | $8860.41      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14911217.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22103 | PA      | $22377.12     | 0.00%             | 2027-07-07      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6029869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26033 | PA      | $25135.82     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5540021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4873 | PA      | $4759.71      | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438891.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4640 | PA      | $322.66       | 0.00%             | 2027-01-18      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14319615.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18164 | PA      | $18160.41     | 0.00%             | 2025-06-16      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         36 | PA      | $35.92        | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991816619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        678 | PA      | $691.09       | 0.00%             | 2025-02-12      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4338 | PA      | $4209.08      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5939592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        335 | PA      | $319.27       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2405396.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6702 | PA      | $3849.52      | 0.00%             | 2027-01-13      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4125734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4285 | PA      | $238.60       | 0.00%             | 2032-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1318 | PA      | $1278.38      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3472489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2604 | PA      | $29.68        | 0.00%             | 2023-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15591313.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12972 | PA      | $13050.00     | 0.00%             | 2027-08-19      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5321626.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3990 | PA      | $3868.76      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708439.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5235 | PA      | $4986.63      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5840863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2155 | PA      | $2096.61      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15056624.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10274 | PA      | $10227.91     | 0.00%             | 2027-07-13      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2609716.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1545 | PA      | $1531.54      | 0.00%             | 2027-02-11      | Fixed         | 30.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2602705.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2155 | PA      | $2132.81      | 0.00%             | 2025-02-10      | Fixed         | 10.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6030375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8476 | PA      | $7795.93      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15006613.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7966 | PA      | $7975.18      | 0.00%             | 2027-08-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2416312.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1842 | PA      | $1813.56      | 0.00%             | 2025-01-13      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047533.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2957 | PA      | $2751.96      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991841673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         24 | PA      | $23.90        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1757928.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3239 | PA      | $3108.08      | 0.00%             | 2025-04-13      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6060095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1551 | PA      | $1453.92      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 22753947.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9488 | PA      | $10049.92     | 0.00%             | 2024-09-16      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        100 | PA      | $100.83       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1979816.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2481 | PA      | $2463.50      | 0.00%             | 2026-11-15      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 167744357.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8672 | PA      | $6569.22      | 0.00%             | 2025-03-23      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        811 | PA      | $652.21       | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4830154.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2516 | PA      | $2307.42      | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5915271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        708 | PA      | $694.49       | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5845038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3289 | PA      | $2508.84      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950858.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4524 | PA      | $4488.47      | 0.00%             | 2027-04-14      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948734.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9192 | PA      | $9085.47      | 0.00%             | 2027-04-14      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6258680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        980 | PA      | $903.23       | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6225138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1127 | PA      | $1044.72      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4882604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4323 | PA      | $866.00       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991885352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         92 | PA      | $93.58        | 0.00%             | 2025-02-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39784 | PA      | $39431.60     | 0.00%             | 2027-04-14      | Fixed         | 13.62%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13819936.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19972 | PA      | $20223.96     | 0.00%             | 2027-06-02      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430067.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4430 | PA      | $4405.15      | 0.00%             | 2027-01-14      | Fixed         | 32.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6192099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1492 | PA      | $1380.08      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6267922.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5780 | PA      | $5404.42      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1714798.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4295 | PA      | $4274.85      | 0.00%             | 2026-09-15      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298149.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37944 | PA      | $37731.58     | 0.00%             | 2026-12-22      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1707 | PA      | $1654.05      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-10219598.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12801 | PA      | $7222.98      | 0.00%             | 2026-08-11      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5878410.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3186 | PA      | $3093.05      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5563288.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6637 | PA      | $6472.86      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14123428.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24336 | PA      | $2648.18      | 0.00%             | 2027-07-17      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5993201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2919 | PA      | $2817.34      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bayer US Finance II LLC                                                            | Bayer US Finance II LLC                                                            | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5727528.54   | 0.22%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5704978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         69 | PA      | $66.99        | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610775.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1273 | PA      | $1262.22      | 0.00%             | 2027-02-11      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296027.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4220 | PA      | $298.45       | 0.00%             | 2027-05-21      | Fixed         | 26.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        209 | PA      | $218.56       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5960662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31733 | PA      | $29631.94     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5627773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1582 | PA      | $1515.17      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6185944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15497 | PA      | $14696.59     | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        556 | PA      | $574.90       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5447439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4778 | PA      | $3000.89      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14821859.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19195 | PA      | $19468.92     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5930999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10294 | PA      | $9786.96      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888429.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11599 | PA      | $836.58       | 0.00%             | 2026-10-20      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603732.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4192 | PA      | $299.36       | 0.00%             | 2027-02-10      | Fixed         | 22.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6124653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1348 | PA      | $1293.56      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6062226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19243 | PA      | $17154.89     | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295132.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31142 | PA      | $30959.91     | 0.00%             | 2026-12-21      | Fixed         | 26.71%                | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                                 | Energy Transfer LP                                                                 | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5155946.74   | 0.20%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13899643.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43739 | PA      | $44298.80     | 0.00%             | 2027-04-28      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6221336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24094 | PA      | $22600.57     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1752910.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7806 | PA      | $7543.05      | 0.00%             | 2025-04-11      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426247.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12775 | PA      | $12701.38     | 0.00%             | 2027-01-13      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5243291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        297 | PA      | $166.71       | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607400.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1744 | PA      | $1714.36      | 0.00%             | 2027-02-10      | Fixed         | 19.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5159687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1106 | PA      | $731.55       | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853606.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        130 | PA      | $36.54        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6010663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4954 | PA      | $4279.85      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4489974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4041 | PA      | $950.65       | 0.00%             | 2033-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095395.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1540 | PA      | $1521.54      | 0.00%             | 2026-11-22      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616852.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6170 | PA      | $6068.94      | 0.00%             | 2027-02-14      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5819637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2217 | PA      | $1888.85      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                                  | HSBC Holdings plc                                                                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7600000 | PA      | $6578176.66   | 0.25%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6185162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3020 | PA      | $2865.33      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12268 | PA      | $11503.06     | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293618.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1920 | PA      | $284.41       | 0.00%             | 2027-05-21      | Fixed         | 29.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438983.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34774 | PA      | $34530.59     | 0.00%             | 2027-01-18      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15495873.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14717 | PA      | $3238.77      | 0.00%             | 2027-08-21      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1687224.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3521 | PA      | $3403.00      | 0.00%             | 2024-12-17      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         66 | PA      | $68.67        | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1884193.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31647 | PA      | $31294.44     | 0.00%             | 2026-10-20      | Fixed         | 14.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2043947.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2076 | PA      | $2063.53      | 0.00%             | 2026-11-15      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2261699.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3301 | PA      | $3277.99      | 0.00%             | 2026-12-22      | Fixed         | 10.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1880410.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2723 | PA      | $2698.70      | 0.00%             | 2024-10-20      | Fixed         | 27.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14868239.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11028 | PA      | $11180.12     | 0.00%             | 2027-07-12      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434868.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9065 | PA      | $9014.84      | 0.00%             | 2027-01-14      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295460.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23864 | PA      | $22447.93     | 0.00%             | 2026-12-21      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438526.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5012 | PA      | $4974.33      | 0.00%             | 2027-01-18      | Fixed         | 9.32%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5848592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6147 | PA      | $5741.58      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2581968.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9524 | PA      | $9426.16      | 0.00%             | 2027-02-10      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6234360.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3059 | PA      | $2881.10      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6060119.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1094 | PA      | $995.04       | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991770123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        961 | PA      | $973.83       | 0.00%             | 2025-02-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6163115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12244 | PA      | $11687.95     | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6303276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8962 | PA      | $8376.39      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616387.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6013 | PA      | $5952.34      | 0.00%             | 2027-02-14      | Fixed         | 12.27%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31404GV40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        249 | PA      | $252.99       | 0.00%             | 2034-01-01      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8623 | PA      | $8221.31      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7767 | PA      | $7382.26      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4042564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        379 | PA      | $14.02        | 0.00%             | 2032-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046992.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5725 | PA      | $5634.57      | 0.00%             | 2026-11-15      | Fixed         | 21.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6309929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1102 | PA      | $1016.27      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991816717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        254 | PA      | $266.20       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436225.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1328 | PA      | $1319.09      | 0.00%             | 2027-01-18      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5570151.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2243 | PA      | $1731.34      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13767415.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17348 | PA      | $17391.99     | 0.00%             | 2027-05-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820411.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          2 | PA      | $2.39         | 0.00%             | 2028-02-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4179269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        594 | PA      | $37.90        | 0.00%             | 2032-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11745377.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13949 | PA      | $13822.06     | 0.00%             | 2027-02-04      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6017526.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        844 | PA      | $823.88       | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5768898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3287 | PA      | $2941.59      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1882812.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23623 | PA      | $23445.80     | 0.00%             | 2026-10-20      | Fixed         | 8.28%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1651286.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12914 | PA      | $12538.72     | 0.00%             | 2026-11-05      | Fixed         | 24.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4782 | PA      | $4522.99      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5765214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2625 | PA      | $2523.20      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296329.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3245 | PA      | $3229.97      | 0.00%             | 2026-12-21      | Fixed         | 27.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049190.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3121 | PA      | $461.21       | 0.00%             | 2026-11-15      | Fixed         | 26.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        789 | PA      | $825.75       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427912.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        875 | PA      | $867.34       | 0.00%             | 2027-01-13      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 156816513.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10037 | PA      | $9761.93      | 0.00%             | 2024-08-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6188618.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6755 | PA      | $6407.76      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5884195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20182 | PA      | $18584.38     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296565.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2008 | PA      | $1999.41      | 0.00%             | 2026-12-22      | Fixed         | 24.56%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14128298.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13823 | PA      | $13721.86     | 0.00%             | 2027-06-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437712.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4710 | PA      | $4681.59      | 0.00%             | 2027-01-18      | Fixed         | 7.07%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428819.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8244 | PA      | $8193.13      | 0.00%             | 2027-01-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5628657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3132 | PA      | $3029.92      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299170.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6436 | PA      | $6391.75      | 0.00%             | 2027-05-22      | Fixed         | 10.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15743213.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12731 | PA      | $1461.00      | 0.00%             | 2025-08-21      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991770734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        194 | PA      | $198.21       | 0.00%             | 2025-02-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5930561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5963 | PA      | $5579.96      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432213.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2194 | PA      | $2174.38      | 0.00%             | 2025-01-14      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237359.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3576 | PA      | $3366.68      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6141314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3028 | PA      | $2906.47      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438702.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        669 | PA      | $664.33       | 0.00%             | 2027-01-18      | Fixed         | 6.59%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6211058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1430 | PA      | $1352.37      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689314.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29368 | PA      | $28306.54     | 0.00%             | 2027-01-14      | Fixed         | 10.26%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31407FUZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5304 | PA      | $5251.73      | 0.00%             | 2035-08-01      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5987020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        210 | PA      | $205.80       | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4867847.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         99 | PA      | $88.12        | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950233.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1449 | PA      | $1429.75      | 0.00%             | 2025-04-14      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5474482.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2327 | PA      | $2210.84      | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        160 | PA      | $159.83       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4513107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3559 | PA      | $979.74       | 0.00%             | 2023-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 165378648.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20239 | PA      | $19265.31     | 0.00%             | 2025-03-31      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609346.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18606 | PA      | $18298.61     | 0.00%             | 2027-02-10      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31404CF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        431 | PA      | $421.88       | 0.00%             | 2034-03-01      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4518 | PA      | $4162.32      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4943156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1067 | PA      | $936.18       | 0.00%             | 2023-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136255.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1888 | PA      | $1812.30      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610734.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1251 | PA      | $745.29       | 0.00%             | 2027-02-11      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818477.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          8 | PA      | $7.57         | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        741 | PA      | $693.99       | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5833512.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3790 | PA      | $3588.23      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1718952.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6739 | PA      | $6721.69      | 0.00%             | 2026-09-15      | Fixed         | 31.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403CL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11922 | PA      | $11692.53     | 0.00%             | 2033-10-01      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886539.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6035 | PA      | $6014.91      | 0.00%             | 2026-10-20      | Fixed         | 27.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1745372.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3677 | PA      | $3515.05      | 0.00%             | 2025-04-08      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950815.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1568 | PA      | $931.33       | 0.00%             | 2027-04-14      | Fixed         | 21.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6278166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20021 | PA      | $18593.41     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        904 | PA      | $863.71       | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13521024.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14695 | PA      | $14733.98     | 0.00%             | 2027-05-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15869507.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47243 | PA      | $47343.74     | 0.00%             | 2027-08-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        506 | PA      | $143.55       | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31362GM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6087 | PA      | $6036.58      | 0.00%             | 2028-01-01      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14371156.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7115 | PA      | $7112.66      | 0.00%             | 2025-08-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11022562.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8551 | PA      | $8636.07      | 0.00%             | 2027-02-01      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15556796.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6858 | PA      | $6939.57      | 0.00%             | 2024-08-05      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6249869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2100 | PA      | $1987.04      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3255010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1659 | PA      | $5.08         | 0.00%             | 2023-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14313248.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8438 | PA      | $8369.61      | 0.00%             | 2027-06-12      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 168530477.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        107 | PA      | $106.25       | 0.00%             | 2023-03-17      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4618545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2720 | PA      | $465.06       | 0.00%             | 2023-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607940.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5443 | PA      | $5388.43      | 0.00%             | 2027-02-10      | Fixed         | 15.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3407 | PA      | $3181.17      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2334 | PA      | $2216.87      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436679.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4167 | PA      | $4135.81      | 0.00%             | 2027-01-18      | Fixed         | 8.80%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297554.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3620 | PA      | $3583.98      | 0.00%             | 2024-12-22      | Fixed         | 5.64%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11929275.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8691 | PA      | $8686.05      | 0.00%             | 2027-01-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436892.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3116 | PA      | $3077.78      | 0.00%             | 2025-01-18      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951370.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9078 | PA      | $8939.43      | 0.00%             | 2027-04-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6254431.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7760 | PA      | $7338.61      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6260361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10154 | PA      | $9538.96      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6266047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7752 | PA      | $7193.93      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1744499.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8533 | PA      | $4953.93      | 0.00%             | 2027-04-30      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615988.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11285 | PA      | $11124.44     | 0.00%             | 2027-02-14      | Fixed         | 15.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6253095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13078 | PA      | $12383.98     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6274238.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42370 | PA      | $39368.48     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320305.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11187 | PA      | $10335.65     | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15460819.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17474 | PA      | $3840.31      | 0.00%             | 2027-08-14      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5334317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8549 | PA      | $7986.02      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6291486.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13029 | PA      | $12059.27     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4867627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2052 | PA      | $1466.71      | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3262 | PA      | $3121.55      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5754537.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        930 | PA      | $758.90       | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6170891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6773 | PA      | $6448.79      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991855825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1265 | PA      | $1327.97      | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385WTD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32140 | PA      | $31782.85     | 0.00%             | 2032-11-01      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1505 | PA      | $1462.79      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2400286.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6147 | PA      | $6101.13      | 0.00%             | 2027-01-13      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1712990.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4101 | PA      | $3970.57      | 0.00%             | 2025-02-23      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612860.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5289 | PA      | $5220.79      | 0.00%             | 2025-02-11      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4658627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10677 | PA      | $3334.73      | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047834.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2053 | PA      | $2034.87      | 0.00%             | 2024-11-15      | Fixed         | 9.02%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5129021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1385 | PA      | $1312.42      | 0.00%             | 2023-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5985876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8746 | PA      | $7475.00      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430864.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12035 | PA      | $878.85       | 0.00%             | 2025-01-14      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12270708.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17738 | PA      | $17947.60     | 0.00%             | 2025-03-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-08649280.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16496 | PA      | $16730.84     | 0.00%             | 2025-12-23      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6043481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1104 | PA      | $975.79       | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6005771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1296 | PA      | $1194.45      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2386556.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22962 | PA      | $22750.71     | 0.00%             | 2027-01-18      | Fixed         | 14.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5710982.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2530 | PA      | $2449.93      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6361114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5660 | PA      | $5300.75      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811105.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         70 | PA      | $71.00        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605312.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3773 | PA      | $3731.95      | 0.00%             | 2025-02-10      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6239434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        406 | PA      | $385.54       | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Texas State University System                                                      | Texas State University System, Series 2019 B                                       | CUSIP: 88278PZC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4825000 | PA      | $4556904.18   | 0.18%             | 2026-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615345.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8887 | PA      | $8790.82      | 0.00%             | 2027-02-11      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434674.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34975 | PA      | $34681.23     | 0.00%             | 2027-01-14      | Fixed         | 20.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950475.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        863 | PA      | $854.47       | 0.00%             | 2025-04-14      | Fixed         | 12.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4724436.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8894 | PA      | $2833.07      | 0.00%             | 2023-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5729587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        612 | PA      | $596.77       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606426.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3121 | PA      | $3092.13      | 0.00%             | 2027-02-10      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991910744.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         84 | PA      | $84.81        | 0.00%             | 2025-02-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5528209.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      49120 | PA      | $31198.91     | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5812463.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9375 | PA      | $8270.98      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603641.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3386 | PA      | $3355.06      | 0.00%             | 2027-02-10      | Fixed         | 23.37%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12271842.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10767 | PA      | $10848.58     | 0.00%             | 2025-03-07      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991829556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         64 | PA      | $9.15         | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950216.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5052 | PA      | $5007.21      | 0.00%             | 2027-04-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5562124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        945 | PA      | $922.81       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                     | Teva Pharmaceutical Finance Netherlands III BV                                     | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    2200000 | PA      | $2046000.00   | 0.08%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5130975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        881 | PA      | $780.84       | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5973010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        374 | PA      | $361.12       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294387.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3471 | PA      | $3449.82      | 0.00%             | 2026-12-21      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                | Thornburg Mortgage Securities Trust, Series 2004-3, Class A                        | CUSIP: 885220FS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     262920 | PA      | $240672.71    | 0.01%             | 2034-09-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1649248.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16722 | PA      | $16348.27     | 0.00%             | 2024-10-29      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188225211.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13616 | PA      | $12845.42     | 0.00%             | 2027-04-18      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1722855.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7388 | PA      | $7086.99      | 0.00%             | 2025-02-17      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5313405.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        546 | PA      | $523.18       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991833396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        470 | PA      | $493.84       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950372.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8221 | PA      | $8118.24      | 0.00%             | 2027-04-14      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604398.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        768 | PA      | $755.91       | 0.00%             | 2025-02-10      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299110.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13487 | PA      | $12831.71     | 0.00%             | 2026-12-22      | Fixed         | 28.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5893134.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17852 | PA      | $15846.09     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256008.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16903 | PA      | $15983.59     | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991874122.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        277 | PA      | $280.37       | 0.00%             | 2025-02-13      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423014.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22677 | PA      | $22516.12     | 0.00%             | 2027-01-13      | Fixed         | 10.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6133797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        626 | PA      | $602.74       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                                | Societe Generale SA                                                                | CUSIP: 83368RBG6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    6600000 | PA      | $6167632.61   | 0.24%             | 2026-01-21      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950254.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1201 | PA      | $1185.27      | 0.00%             | 2025-04-14      | Fixed         | 18.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438797.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1007 | PA      | $151.44       | 0.00%             | 2027-01-18      | Fixed         | 24.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991864234.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        458 | PA      | $31.52        | 0.00%             | 2025-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 167579044.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2228 | PA      | $2196.96      | 0.00%             | 2033-03-02      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6185182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      51569 | PA      | $48944.34     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188400206.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11943 | PA      | $11786.62     | 0.00%             | 2027-04-27      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616680.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1298 | PA      | $1284.85      | 0.00%             | 2027-02-14      | Fixed         | 26.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6033984.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5992 | PA      | $5737.60      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 SA Ltd.                                                                | K2016470219 South Africa Ltd., Escrow Account, Class D                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |      60686 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5908142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30264 | PA      | $25638.11     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6140865.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3040 | PA      | $2910.44      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142542297.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5356 | PA      | $4190.87      | 0.00%             | 2024-01-21      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5641331.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        288 | PA      | $278.11       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094380.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3069 | PA      | $3050.62      | 0.00%             | 2024-11-22      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17501525.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17319 | PA      | $17593.09     | 0.00%             | 2026-09-26      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5903831.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13064 | PA      | $12047.02     | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5738195.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        854 | PA      | $833.37       | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951084.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14156 | PA      | $-115.79      | -0.00%            | 2027-04-14      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14194578.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6547 | PA      | $6480.10      | 0.00%             | 2025-06-19      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434796.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20913 | PA      | $20763.39     | 0.00%             | 2027-01-14      | Fixed         | 9.68%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5940198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7997 | PA      | $7683.45      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1884144.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21697 | PA      | $20563.80     | 0.00%             | 2027-03-20      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6001752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18483 | PA      | $17731.60     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5146412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2875 | PA      | $2627.70      | 0.00%             | 2023-10-08      | 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        |    1945857 | PA      | $1720624.52   | 0.07%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686630.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4138 | PA      | $3978.12      | 0.00%             | 2024-12-16      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6187189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3934 | PA      | $3768.74      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2602616.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43349 | PA      | $42922.77     | 0.00%             | 2027-02-10      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991834075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        328 | PA      | $90.70        | 0.00%             | 2024-02-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047175.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1028 | PA      | $1020.79      | 0.00%             | 2026-11-15      | Fixed         | 21.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095891.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2376 | PA      | $2367.40      | 0.00%             | 2024-11-22      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437100.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4993 | PA      | $4955.31      | 0.00%             | 2027-01-18      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.16         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5837836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4096 | PA      | $3874.86      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16896117.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8672 | PA      | $8684.88      | 0.00%             | 2027-09-16      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6149689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6284 | PA      | $5998.81      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 164935272.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19657 | PA      | $18849.25     | 0.00%             | 2025-03-21      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432680.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4241 | PA      | $4202.41      | 0.00%             | 2027-01-14      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612629.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        888 | PA      | $872.41       | 0.00%             | 2027-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612113.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7409 | PA      | $7279.45      | 0.00%             | 2027-02-11      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4046 | PA      | $3769.42      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2617973.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6826 | PA      | $6766.26      | 0.00%             | 2027-02-14      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4579623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30289 | PA      | $6836.13      | 0.00%             | 2023-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948820.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3085 | PA      | $900.35       | 0.00%             | 2027-04-14      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-31, Class PT | CUSIP: 21055FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190758 | PA      | $178528.14    | 0.01%             | 2044-09-15      | Variable      | 15.47%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5983511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1201 | PA      | $1099.00      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5149203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1217 | PA      | $592.19       | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6172287.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20345 | PA      | $19574.84     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991779814.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        758 | PA      | $792.08       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951255.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7633 | PA      | $7566.25      | 0.00%             | 2027-04-14      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950063.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5895 | PA      | $5844.35      | 0.00%             | 2027-04-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5595568.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        152 | PA      | $149.02       | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11942720.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13200 | PA      | $13138.21     | 0.00%             | 2027-02-21      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6035602.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5617 | PA      | $5469.44      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145295088.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2524 | PA      | $2478.69      | 0.00%             | 2023-12-21      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5781032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        550 | PA      | $526.08       | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5903764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1284 | PA      | $1254.73      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949632.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1903 | PA      | $44.67        | 0.00%             | 2027-04-14      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5943690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3019 | PA      | $2336.54      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5664680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2629 | PA      | $2456.10      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611159.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5825 | PA      | $5775.49      | 0.00%             | 2027-02-11      | Fixed         | 31.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15017105.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8506 | PA      | $8428.77      | 0.00%             | 2025-07-11      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435102.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12835 | PA      | $12717.74     | 0.00%             | 2027-01-14      | Fixed         | 15.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607162.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6394 | PA      | $6326.97      | 0.00%             | 2025-02-10      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255552.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3962 | PA      | $3760.42      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5951102.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3465 | PA      | $3231.79      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12418857.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11984 | PA      | $12122.77     | 0.00%             | 2027-03-08      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426166.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         34 | PA      | $34.09        | 0.00%             | 2027-01-13      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4267608.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4641 | PA      | $427.42       | 0.00%             | 2032-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991787306.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        101 | PA      | $105.05       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6109460.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20726 | PA      | $17919.38     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5647877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        376 | PA      | $361.83       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5465 | PA      | $5189.05      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 141783977.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5987 | PA      | $5900.64      | 0.00%             | 2023-10-20      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180482.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13957 | PA      | $13183.10     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6236513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1386 | PA      | $1311.01      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5894704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3032 | PA      | $2912.64      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 167192844.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13558 | PA      | $10278.48     | 0.00%             | 2025-02-24      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11904406.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16147 | PA      | $16378.19     | 0.00%             | 2027-02-19      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2246443.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        964 | PA      | $958.59       | 0.00%             | 2026-12-21      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3336690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        486 | PA      | $4.22         | 0.00%             | 2023-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429502.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1954 | PA      | $1940.22      | 0.00%             | 2027-01-14      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8736 | PA      | $8633.58      | 0.00%             | 2027-01-14      | Fixed         | 21.05%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 168460211.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        542 | PA      | $541.29       | 0.00%             | 2023-03-20      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13414 | PA      | $12454.02     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14994439.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16829 | PA      | $16911.81     | 0.00%             | 2027-07-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6061863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9014 | PA      | $8662.55      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949198.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5994 | PA      | $5902.08      | 0.00%             | 2027-04-14      | Fixed         | 20.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435900.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4550 | PA      | $4507.59      | 0.00%             | 2027-01-18      | Fixed         | 11.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047468.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1915 | PA      | $1891.19      | 0.00%             | 2026-11-15      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1705442.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5927 | PA      | $5899.99      | 0.00%             | 2026-09-15      | Fixed         | 26.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5835666.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1052 | PA      | $982.08       | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155673715.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13186 | PA      | $13021.48     | 0.00%             | 2024-07-25      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6042950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18170 | PA      | $17401.75     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2602226.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1671 | PA      | $-18.54       | -0.00%            | 2027-02-10      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431631.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3127 | PA      | $3109.78      | 0.00%             | 2027-01-14      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6121015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12550 | PA      | $11983.26     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2412469.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2120 | PA      | $2101.76      | 0.00%             | 2027-06-14      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427848.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2834 | PA      | $1683.75      | 0.00%             | 2027-01-13      | Fixed         | 24.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295180.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3206 | PA      | $3165.67      | 0.00%             | 2024-12-21      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5620546.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1836 | PA      | $1786.52      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991833347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          4 | PA      | $3.67         | 0.00%             | 2028-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5862830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14292 | PA      | $13921.63     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 22770418.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        303 | PA      | $23.32        | 0.00%             | 2027-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        317 | PA      | $326.92       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        442 | PA      | $404.05       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1729 | PA      | $1669.13      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13608775.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23539 | PA      | $23917.41     | 0.00%             | 2026-05-26      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299900.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43434 | PA      | $40870.34     | 0.00%             | 2026-12-22      | Fixed         | 19.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4562273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3405 | PA      | $1024.86      | 0.00%             | 2023-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1665042.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12408 | PA      | $11925.32     | 0.00%             | 2026-11-08      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423280.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5247 | PA      | $1537.37      | 0.00%             | 2025-01-13      | Fixed         | 26.88%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188318575.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6386 | PA      | $6252.27      | 0.00%             | 2027-04-14      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                              | Conseco Finance Securitizations Corp., Series 2002-2, Class M1                     | CUSIP: 20846QJY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     142450 | PA      | $142215.93    | 0.01%             | 2033-03-01      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5922519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3757 | PA      | $3266.56      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13529032.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31892 | PA      | $32029.40     | 0.00%             | 2027-05-20      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410GM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9591 | PA      | $9696.33      | 0.00%             | 2036-11-01      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4884730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2834 | PA      | $1725.80      | 0.00%             | 2023-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1887521.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3384 | PA      | $3360.15      | 0.00%             | 2026-10-20      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3513483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4792 | PA      | $45.63        | 0.00%             | 2023-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         18 | PA      | $18.10        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991846435.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        708 | PA      | $160.23       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11942494.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16539 | PA      | $16596.24     | 0.00%             | 2027-02-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5891152.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3587 | PA      | $3047.35      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235761.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4710 | PA      | $4483.41      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6289373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2334 | PA      | $2146.49      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5894356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3095 | PA      | $3003.48      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615534.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4494 | PA      | $4456.93      | 0.00%             | 2027-02-11      | Fixed         | 34.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5895413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        601 | PA      | $562.05       | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5917935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8362 | PA      | $7859.52      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5881823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2166 | PA      | $2112.73      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5878316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4868 | PA      | $3789.37      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951152.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23473 | PA      | $3239.10      | 0.00%             | 2027-04-14      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4968011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        732 | PA      | $653.79       | 0.00%             | 2023-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5595126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5135 | PA      | $5021.23      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991873234.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         15 | PA      | $2.96         | 0.00%             | 2028-02-13      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608607.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7171 | PA      | $7096.64      | 0.00%             | 2025-02-10      | Fixed         | 7.29%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432670.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4692 | PA      | $-60.55       | -0.00%            | 2027-01-14      | Fixed         | 31.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6150877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14899 | PA      | $14153.72     | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047238.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8562 | PA      | $8430.72      | 0.00%             | 2026-11-15      | Fixed         | 20.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428748.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8614 | PA      | $8507.42      | 0.00%             | 2027-01-13      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6054668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1630 | PA      | $1518.30      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 143411489.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7872 | PA      | $0.00         | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950010.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6097 | PA      | $6069.31      | 0.00%             | 2027-04-14      | Fixed         | 6.80%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822996.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         80 | PA      | $80.55        | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886214.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1685 | PA      | $1681.11      | 0.00%             | 2026-10-20      | Fixed         | 22.83%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31409DT86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7981 | PA      | $7866.68      | 0.00%             | 2036-03-01      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991850187.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         56 | PA      | $56.03        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610184.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20495 | PA      | $20261.17     | 0.00%             | 2027-07-11      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951603.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34574 | PA      | $34120.17     | 0.00%             | 2027-04-14      | Fixed         | 18.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3174 | PA      | $2960.73      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991753952.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        511 | PA      | $518.92       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6229080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9245 | PA      | $8752.98      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2600924.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13455 | PA      | $8064.06      | 0.00%             | 2025-02-10      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803397.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        103 | PA      | $105.76       | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6291843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21457 | PA      | $20066.48     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610473.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3406 | PA      | $3376.99      | 0.00%             | 2027-02-11      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836274.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        394 | PA      | $410.05       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435061.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1242 | PA      | $1225.14      | 0.00%             | 2025-01-14      | Fixed         | 23.28%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1690635.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21498 | PA      | $1085.02      | 0.00%             | 2026-12-23      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950185.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5194 | PA      | $5147.13      | 0.00%             | 2027-04-14      | Fixed         | 32.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607831.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        753 | PA      | $744.62       | 0.00%             | 2025-02-10      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15030457.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7499 | PA      | $2517.94      | 0.00%             | 2027-07-24      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5977722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4787 | PA      | $3251.85      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403GC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4963 | PA      | $4905.66      | 0.00%             | 2033-10-01      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5818190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5663 | PA      | $5436.38      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991850943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $57.57        | 0.00%             | 2024-02-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429579.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5467 | PA      | $2795.96      | 0.00%             | 2027-01-14      | Fixed         | 8.83%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 141422940.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4907 | PA      | $4953.62      | 0.00%             | 2023-10-25      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615423.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13576 | PA      | $13461.20     | 0.00%             | 2027-02-11      | Fixed         | 28.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5994719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6076 | PA      | $5665.95      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614826.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4861 | PA      | $4817.12      | 0.00%             | 2027-02-14      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047942.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2754 | PA      | $2724.35      | 0.00%             | 2024-11-15      | Fixed         | 23.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991847628.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $43.36        | 0.00%             | 2024-02-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432854.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10755 | PA      | $6180.00      | 0.00%             | 2027-01-14      | Fixed         | 22.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3764 | PA      | $3611.30      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188142269.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8813 | PA      | $8822.61      | 0.00%             | 2027-04-18      | Fixed         | 27.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822516.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         22 | PA      | $22.52        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297459.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3299 | PA      | $3267.62      | 0.00%             | 2024-12-22      | Fixed         | 6.46%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6266305.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12645 | PA      | $11758.69     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6273334.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        882 | PA      | $816.65       | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610237.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9588 | PA      | $143.36       | 0.00%             | 2027-02-11      | Fixed         | 29.18%                | No            |                  3 | On Loan: No      |
| New York Mortgage Trust                                                            | New York Mortgage Trust, Series 2005-3, Class M1                                   | CUSIP: 649603AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58470 | PA      | $55923.36     | 0.00%             | 2036-02-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4868930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1648 | PA      | $662.57       | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951029.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19807 | PA      | $19504.78     | 0.00%             | 2027-04-14      | Fixed         | 21.05%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31405BD99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34600 | PA      | $33894.73     | 0.00%             | 2035-03-01      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5890509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4798 | PA      | $4568.15      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435279.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2267 | PA      | $2235.60      | 0.00%             | 2025-01-14      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4315019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1296 | PA      | $100.36       | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616722.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5112 | PA      | $5067.05      | 0.00%             | 2027-02-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5801823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1132 | PA      | $922.55       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital    | Charter Communications Operating LLC / Charter Communications Operating Capital    | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7963123.44   | 0.31%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14170154.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10830 | PA      | $11002.98     | 0.00%             | 2027-06-19      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5661843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        441 | PA      | $432.76       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5856552.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2470 | PA      | $2271.91      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2746 | PA      | $2597.38      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435765.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1412 | PA      | $1403.03      | 0.00%             | 2027-01-18      | Fixed         | 24.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6153478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8377 | PA      | $7940.23      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Edwards Lifesciences Corp.                                                         | Edwards Lifesciences Corp.                                                         | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |     300000 | PA      | $295010.85    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2436 | PA      | $2358.17      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5026534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        955 | PA      | $488.06       | 0.00%             | 2023-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5952438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9160 | PA      | $8813.20      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2421701.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19775 | PA      | $19663.52     | 0.00%             | 2027-01-13      | Fixed         | 5.91%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6289126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1408 | PA      | $1303.71      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6310692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5561 | PA      | $5144.64      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1664865.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11031 | PA      | $10482.83     | 0.00%             | 2026-12-01      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604751.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        875 | PA      | $863.37       | 0.00%             | 2027-02-10      | Fixed         | 17.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429626.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3442 | PA      | $3400.31      | 0.00%             | 2027-01-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157148207.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7247 | PA      | $7022.24      | 0.00%             | 2024-09-11      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157396742.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14848 | PA      | $14367.95     | 0.00%             | 2024-09-23      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610243.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7818 | PA      | $7710.93      | 0.00%             | 2027-02-11      | Fixed         | 15.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6164012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1991 | PA      | $1897.48      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3260194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        204 | PA      | $1.06         | 0.00%             | 2023-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5569176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        498 | PA      | $488.06       | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15053109.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18325 | PA      | $18648.51     | 0.00%             | 2027-07-29      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5583544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         95 | PA      | $93.39        | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5671118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        644 | PA      | $606.35       | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822597.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        212 | PA      | $221.08       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6221298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5741 | PA      | $5427.62      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10312 | PA      | $8416.00      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14923950.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11897 | PA      | $12030.23     | 0.00%             | 2027-07-08      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146951890.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3055 | PA      | $2998.78      | 0.00%             | 2024-01-30      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5852225.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2903 | PA      | $2823.00      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5612626.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7385 | PA      | $7084.13      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DAE Funding LLC                                                                    | DAE Funding LLC                                                                    | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1605896.69   | 0.06%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11750448.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13693 | PA      | $7905.27      | 0.00%             | 2027-02-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991821694.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        400 | PA      | $417.32       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057635.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3060 | PA      | $2914.77      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5876358.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1422 | PA      | $1357.63      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13526490.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39158 | PA      | $12899.46     | 0.00%             | 2027-05-15      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4662056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40082 | PA      | $9236.26      | 0.00%             | 2023-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5006216.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        682 | PA      | $569.28       | 0.00%             | 2023-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299809.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26051 | PA      | $25960.94     | 0.00%             | 2026-12-22      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950811.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1011 | PA      | $1002.28      | 0.00%             | 2027-04-14      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1660093.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4063 | PA      | $3907.03      | 0.00%             | 2026-11-10      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         15 | PA      | $14.60        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294601.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43683 | PA      | $43423.53     | 0.00%             | 2026-12-21      | Fixed         | 24.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3435958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2155 | PA      | $24.40        | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296796.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21856 | PA      | $21222.81     | 0.00%             | 2026-12-22      | Fixed         | 29.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5856241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15768 | PA      | $15023.85     | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5134511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        268 | PA      | $262.98       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5040843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        192 | PA      | $187.13       | 0.00%             | 2023-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14058279.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18105 | PA      | $18056.19     | 0.00%             | 2026-06-10      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302745.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2315 | PA      | $2148.54      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5807048.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1124 | PA      | $772.06       | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5246088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2112 | PA      | $2072.57      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5945779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        995 | PA      | $910.19       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429267.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8624 | PA      | $8513.89      | 0.00%             | 2027-01-14      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6214394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3943 | PA      | $3735.03      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047211.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5723 | PA      | $851.08       | 0.00%             | 2026-11-15      | Fixed         | 23.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4937358.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        640 | PA      | $149.07       | 0.00%             | 2023-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016264.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7044 | PA      | $6688.44      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1705407.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7106 | PA      | $6824.78      | 0.00%             | 2025-01-20      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                     | Morgan Stanley Capital I Trust, Series 2014-150E, Class A                          | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $405607.91    | 0.02%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716066.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2144 | PA      | $2013.52      | 0.00%             | 2027-02-15      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        113 | PA      | $114.62       | 0.00%             | 2025-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 149399946.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18692 | PA      | $3458.02      | 0.00%             | 2025-06-09      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608552.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2669 | PA      | $2645.07      | 0.00%             | 2027-02-10      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11742593.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8762 | PA      | $8765.20      | 0.00%             | 2027-02-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4546342.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3208 | PA      | $496.35       | 0.00%             | 2023-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banijay Entertainment SASU                                                         | Banijay Entertainment SASU                                                         | CUSIP: 060335AA4<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $2415600.00   | 0.09%             | 2025-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5569073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        822 | PA      | $722.18       | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 23781973.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $15.85        | 0.00%             | 2027-10-27      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613393.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1344 | PA      | $1332.74      | 0.00%             | 2027-02-11      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991764232.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        128 | PA      | $130.85       | 0.00%             | 2025-02-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844159.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         12 | PA      | $12.46        | 0.00%             | 2024-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606293.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4552 | PA      | $4512.35      | 0.00%             | 2027-02-10      | Fixed         | 31.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5895095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1119 | PA      | $1088.20      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14902088.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13947 | PA      | $14172.87     | 0.00%             | 2026-07-22      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11248 | PA      | $10648.18     | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425886.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4422 | PA      | $4392.47      | 0.00%             | 2027-01-13      | Fixed         | 24.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6203181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41396 | PA      | $39095.07     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15038725.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8920 | PA      | $8891.11      | 0.00%             | 2025-07-24      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949959.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2617 | PA      | $2596.65      | 0.00%             | 2027-04-14      | Fixed         | 33.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435641.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12510 | PA      | $12416.83     | 0.00%             | 2027-01-18      | Fixed         | 9.42%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607554.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4479 | PA      | $4415.33      | 0.00%             | 2027-02-10      | Fixed         | 15.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6258746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1924 | PA      | $1845.51      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806201.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         87 | PA      | $89.01        | 0.00%             | 2025-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10419 | PA      | $9591.94      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294758.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45727 | PA      | $12449.87     | 0.00%             | 2027-05-21      | Fixed         | 17.93%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1650376.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2074 | PA      | $2015.22      | 0.00%             | 2024-11-25      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5411995.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        171 | PA      | $167.61       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9426 | PA      | $8976.48      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150332126.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7061 | PA      | $6854.23      | 0.00%             | 2024-05-10      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                             | GSK Consumer Healthcare Capital US LLC                                             | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3504238.03   | 0.14%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        881 | PA      | $839.65       | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991798559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        134 | PA      | $133.64       | 0.00%             | 2024-02-12      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294373.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4437 | PA      | $4396.73      | 0.00%             | 2026-12-21      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6122423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        898 | PA      | $842.71       | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5939257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25334 | PA      | $24464.71     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094851.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38634 | PA      | $38237.34     | 0.00%             | 2026-11-22      | Fixed         | 18.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299670.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8947 | PA      | $1304.12      | 0.00%             | 2026-12-22      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7430 | PA      | $7219.28      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095105.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18022 | PA      | $16964.92     | 0.00%             | 2026-11-22      | Fixed         | 17.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5741201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        549 | PA      | $486.30       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293794.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2064 | PA      | $1953.34      | 0.00%             | 2027-05-21      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5159362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        912 | PA      | $895.85       | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6036744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7715 | PA      | $7031.43      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5652628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3003 | PA      | $2910.86      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6164813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2295 | PA      | $2187.28      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31409D4M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7567 | PA      | $7632.10      | 0.00%             | 2036-04-01      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6240317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14847 | PA      | $14019.91     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA, 15 Year                                                                      | CUSIP: 31419CAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156450 | PA      | $153305.80    | 0.01%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949941.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2672 | PA      | $2648.05      | 0.00%             | 2027-04-14      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4868571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2661 | PA      | $1486.35      | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6166335.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32101 | PA      | $30465.95     | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6054350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34167 | PA      | $31830.23     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948863.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1395 | PA      | $1383.51      | 0.00%             | 2027-04-14      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15705647.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12884 | PA      | $12970.98     | 0.00%             | 2025-06-30      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5074794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2705 | PA      | $2554.42      | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6260133.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2095 | PA      | $1961.77      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428982.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26108 | PA      | $1878.84      | 0.00%             | 2027-06-14      | Fixed         | 24.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5616014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45216 | PA      | $38157.42     | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6293418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23785 | PA      | $22088.98     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5890652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7066 | PA      | $3267.57      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5972318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3729 | PA      | $3599.10      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5842217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        831 | PA      | $430.37       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6249623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2345 | PA      | $2209.76      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4717850.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2433 | PA      | $909.67       | 0.00%             | 2023-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2021-13, Class A4                               | CUSIP: 46592XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11319425 | PA      | $10058849.77  | 0.39%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1889091.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2934 | PA      | $442.05       | 0.00%             | 2027-08-20      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency                                     | San Jose Redevelopment Agency Successor Agency, Series 2017 A-T                    | CUSIP: 798170AK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     190000 | PA      | $180144.66    | 0.01%             | 2027-08-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298636.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2376 | PA      | $2355.77      | 0.00%             | 2024-12-22      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13824171.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34879 | PA      | $34796.17     | 0.00%             | 2027-04-15      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6356831.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14061 | PA      | $13093.73     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4652170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3326 | PA      | $571.30       | 0.00%             | 2023-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5891224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18670 | PA      | $17999.97     | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1724746.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9303 | PA      | $5618.03      | 0.00%             | 2025-03-03      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991943688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        369 | PA      | $377.90       | 0.00%             | 2024-02-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689317.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15971 | PA      | $15320.20     | 0.00%             | 2025-01-14      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293946.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5267 | PA      | $5216.19      | 0.00%             | 2024-12-21      | Fixed         | 6.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320082.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4447 | PA      | $4106.09      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 154994847.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4101 | PA      | $3987.32      | 0.00%             | 2024-07-25      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1709420.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9648 | PA      | $9189.81      | 0.00%             | 2027-02-16      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1884796.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5902 | PA      | $5879.10      | 0.00%             | 2026-10-20      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435214.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5074 | PA      | $5027.73      | 0.00%             | 2027-01-14      | Fixed         | 12.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4878164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2972 | PA      | $1269.48      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948780.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13331 | PA      | $13212.12     | 0.00%             | 2027-04-14      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31405YPX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9986 | PA      | $9513.63      | 0.00%             | 2044-09-01      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5854302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4420 | PA      | $3658.19      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126608.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7928 | PA      | $7082.24      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6277279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14515 | PA      | $13488.48     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615937.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8799 | PA      | $8720.41      | 0.00%             | 2027-02-14      | Fixed         | 21.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.09         | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047739.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7406 | PA      | $7362.60      | 0.00%             | 2026-11-15      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6122490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3465 | PA      | $3259.07      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6120608.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1915 | PA      | $1685.96      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3332853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3983 | PA      | $13.05        | 0.00%             | 2023-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1679401.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1405 | PA      | $1348.70      | 0.00%             | 2024-12-24      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5414769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2337 | PA      | $555.29       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425245.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1422 | PA      | $1412.33      | 0.00%             | 2027-01-13      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951504.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1377 | PA      | $1353.51      | 0.00%             | 2025-04-14      | Fixed         | 22.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6261670.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13163 | PA      | $12366.80     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1654034.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8231 | PA      | $7842.53      | 0.00%             | 2026-11-10      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5749227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1762 | PA      | $1614.28      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6317841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6979 | PA      | $6540.43      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206617.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1203 | PA      | $1145.30      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14025039.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12050 | PA      | $12024.47     | 0.00%             | 2027-06-19      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1700562.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19593 | PA      | $18888.80     | 0.00%             | 2027-01-12      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| KUEHG Corp. / KC MergerSub, Inc.                                                   | KUEHG Corp. / KC MergerSub, Inc., Term Loan B3                                     | CUSIP: 48244EAJ3<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |          0 | PA      | $0.03         | 0.00%             | 2025-02-21      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5762645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17565 | PA      | $17145.43     | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4717011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8731 | PA      | $2472.51      | 0.00%             | 2023-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434470.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2035 | PA      | $305.75       | 0.00%             | 2027-01-14      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1900 | PA      | $1847.87      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14872234.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5416 | PA      | $5484.75      | 0.00%             | 2024-07-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616398.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2227 | PA      | $1320.00      | 0.00%             | 2027-07-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607425.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1888 | PA      | $540.47       | 0.00%             | 2027-07-10      | Fixed         | 30.29%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 164959517.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5163 | PA      | $5009.81      | 0.00%             | 2025-01-25      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429989.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2514 | PA      | $178.49       | 0.00%             | 2027-01-14      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6212563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2763 | PA      | $2636.60      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1755585.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14492 | PA      | $13869.16     | 0.00%             | 2025-04-25      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2258143.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17656 | PA      | $17495.92     | 0.00%             | 2026-12-21      | Fixed         | 14.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6297951.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      63741 | PA      | $59573.87     | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16120987.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14763 | PA      | $14877.37     | 0.00%             | 2027-09-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617298.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9186 | PA      | $9132.34      | 0.00%             | 2027-02-14      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5956723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7948 | PA      | $7352.21      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11742538.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21914 | PA      | $22122.92     | 0.00%             | 2026-12-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5719744.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1655 | PA      | $1502.29      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 158081866.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11904 | PA      | $11503.48     | 0.00%             | 2024-09-05      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812997.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        365 | PA      | $380.44       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11052 | PA      | $10121.72     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13715084.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5345 | PA      | $5421.08      | 0.00%             | 2024-05-29      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1658586.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18262 | PA      | $2469.97      | 0.00%             | 2026-11-02      | Fixed         | 23.64%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1667154.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2000 | PA      | $1940.20      | 0.00%             | 2024-11-15      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428394.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5017 | PA      | $4951.08      | 0.00%             | 2027-01-13      | Fixed         | 17.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 156078988.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9911 | PA      | $9665.19      | 0.00%             | 2024-07-30      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13725984.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27191 | PA      | $27525.68     | 0.00%             | 2027-05-17      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6351582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6715 | PA      | $6216.09      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1721862.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8765 | PA      | $8458.66      | 0.00%             | 2027-02-28      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6170777.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5596 | PA      | $5270.95      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437298.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5423 | PA      | $5371.89      | 0.00%             | 2027-06-18      | Fixed         | 12.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4990812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3319 | PA      | $677.09       | 0.00%             | 2023-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6354857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3131 | PA      | $2884.76      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6199760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46196 | PA      | $43600.47     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5709383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3364 | PA      | $3215.04      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        208 | PA      | $12.14        | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5833955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        661 | PA      | $647.65       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4882243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        417 | PA      | $195.56       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        719 | PA      | $644.13       | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812643.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         82 | PA      | $82.75        | 0.00%             | 2024-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296477.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        931 | PA      | $65.02        | 0.00%             | 2026-12-22      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4016 | PA      | $3631.83      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6746 | PA      | $5703.00      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2714 | PA      | $2581.39      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5557572.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1381 | PA      | $326.82       | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                     | FHLMC STACR Debt Notes, Series 2016-DNA2, Class M3                                 | CUSIP: 3137G0JU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    6438514 | PA      | $6636005.60   | 0.26%             | 2028-10-25      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297351.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1732 | PA      | $1718.74      | 0.00%             | 2024-12-22      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188527493.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23334 | PA      | $22360.40     | 0.00%             | 2027-04-21      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4968065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9113 | PA      | $5949.56      | 0.00%             | 2023-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 149281358.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7129 | PA      | $6970.75      | 0.00%             | 2024-03-26      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6318353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3109 | PA      | $2889.38      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715024.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1770 | PA      | $1757.41      | 0.00%             | 2024-09-15      | Fixed         | 9.80%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6212231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5767 | PA      | $5464.39      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13963648.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28623 | PA      | $28919.26     | 0.00%             | 2026-06-19      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4589242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        488 | PA      | $137.99       | 0.00%             | 2023-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716148.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1008 | PA      | $997.25       | 0.00%             | 2026-09-15      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2603300.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13523 | PA      | $8010.00      | 0.00%             | 2027-07-10      | Fixed         | 29.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424761.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4945 | PA      | $4907.57      | 0.00%             | 2027-01-13      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2471 | PA      | $2360.64      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615004.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1513 | PA      | $1496.79      | 0.00%             | 2025-02-14      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4534513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        384 | PA      | $101.17       | 0.00%             | 2023-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                         | Warnermedia Holdings, Inc.                                                         | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2202639.68   | 0.09%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435597.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4402 | PA      | $1271.49      | 0.00%             | 2027-01-18      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2432 | PA      | $2077.77      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948170.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7692 | PA      | $7573.00      | 0.00%             | 2027-04-14      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4545216.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        732 | PA      | $232.58       | 0.00%             | 2023-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31411FVW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20146 | PA      | $19956.76     | 0.00%             | 2037-09-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991850254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         55 | PA      | $55.25        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5770 | PA      | $5476.35      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15234987.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27490 | PA      | $27948.53     | 0.00%             | 2027-08-27      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5098722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        942 | PA      | $925.69       | 0.00%             | 2023-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5917323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2466 | PA      | $2357.77      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11754451.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14677 | PA      | $5119.62      | 0.00%             | 2027-02-06      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14530395.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22323 | PA      | $22545.41     | 0.00%             | 2027-07-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613551.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1817 | PA      | $1801.66      | 0.00%             | 2027-02-11      | Fixed         | 30.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3616837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1256 | PA      | $22.11        | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5473776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3787 | PA      | $2318.56      | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305994.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18764 | PA      | $17593.30     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296909.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5187 | PA      | $5133.72      | 0.00%             | 2024-12-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951384.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2388 | PA      | $2366.64      | 0.00%             | 2027-04-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046780.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4532 | PA      | $4254.27      | 0.00%             | 2026-11-15      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048873.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4070 | PA      | $4020.34      | 0.00%             | 2026-11-15      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403DMB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44086 | PA      | $44955.26     | 0.00%             | 2036-05-01      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949947.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2038 | PA      | $2020.59      | 0.00%             | 2027-09-14      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13623936.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35780 | PA      | $36260.54     | 0.00%             | 2027-06-03      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991782009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        199 | PA      | $13.63        | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612349.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6017 | PA      | $5966.88      | 0.00%             | 2027-02-11      | Fixed         | 31.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6163673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5070 | PA      | $4806.97      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2424161.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1835 | PA      | $1821.67      | 0.00%             | 2027-01-13      | Fixed         | 9.93%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991865402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        293 | PA      | $293.62       | 0.00%             | 2025-02-14      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31390WRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30781 | PA      | $30370.54     | 0.00%             | 2033-09-01      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6038304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1083 | PA      | $996.94       | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6215032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8815 | PA      | $8244.41      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3252 | PA      | $3036.30      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6212386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4323 | PA      | $4093.13      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                      | Voya CLO Ltd., Series 2018-2A, Class A2                                            | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2418015.66   | 0.09%             | 2031-07-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1701600.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4893 | PA      | $4831.87      | 0.00%             | 2026-09-15      | Fixed         | 18.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16019364.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27405 | PA      | $27727.37     | 0.00%             | 2027-08-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295693.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2101 | PA      | $2083.95      | 0.00%             | 2026-12-21      | Fixed         | 29.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5764867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        461 | PA      | $453.16       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047818.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2825 | PA      | $2804.34      | 0.00%             | 2026-11-15      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295890.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8418 | PA      | $8368.40      | 0.00%             | 2026-12-21      | Fixed         | 25.77%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188123636.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17188 | PA      | $16568.54     | 0.00%             | 2025-04-13      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5981103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1388 | PA      | $1351.54      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5933293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3326 | PA      | $2343.56      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298066.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5409 | PA      | $395.39       | 0.00%             | 2026-12-22      | Fixed         | 11.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11890774.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33321 | PA      | $33704.91     | 0.00%             | 2027-01-06      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6181421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6099 | PA      | $5850.10      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423407.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2069 | PA      | $2056.79      | 0.00%             | 2027-01-13      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6195557.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13112 | PA      | $12387.61     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435200.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6191 | PA      | $449.32       | 0.00%             | 2027-01-14      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294127.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3466 | PA      | $3436.45      | 0.00%             | 2024-12-21      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2665 | PA      | $2391.65      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048411.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3201 | PA      | $3175.17      | 0.00%             | 2026-11-15      | Fixed         | 8.56%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5788353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4637 | PA      | $3791.28      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.04         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8882 | PA      | $8444.97      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5832721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2651 | PA      | $2404.78      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    3385000 | PA      | $-195494.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2605836.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1765 | PA      | $1735.85      | 0.00%             | 2027-02-10      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5317552.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        450 | PA      | $313.74       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11741994.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14470 | PA      | $14540.15     | 0.00%             | 2026-12-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949492.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4225 | PA      | $4187.85      | 0.00%             | 2027-04-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165469392.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4810 | PA      | $4622.47      | 0.00%             | 2025-01-23      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295530.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4311 | PA      | $4281.21      | 0.00%             | 2024-12-21      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1474 | PA      | $1038.73      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4881599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3749 | PA      | $764.54       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                          | Golden State Tobacco Securitization Corp., Series 2021 B-1                         | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6420000 | PA      | $5827914.22   | 0.23%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5617214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1784 | PA      | $1734.38      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5135739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1970 | PA      | $1899.01      | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31401HGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12656 | PA      | $12495.03     | 0.00%             | 2033-06-01      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402VRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17754 | PA      | $17465.72     | 0.00%             | 2033-09-01      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295227.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4708 | PA      | $4536.95      | 0.00%             | 2027-05-21      | Fixed         | 22.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1717453.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38844 | PA      | $38537.81     | 0.00%             | 2026-09-15      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5839976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9184 | PA      | $8865.35      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        822 | PA      | $740.70       | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615942.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16507 | PA      | $16362.81     | 0.00%             | 2027-02-14      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603565.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1340 | PA      | $96.03        | 0.00%             | 2027-02-10      | Fixed         | 24.79%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA Connecticut Avenue Securities, Series 2014-C01, Class M2                      | CUSIP: 30711XAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1014678 | PA      | $1043537.30   | 0.04%             | 2024-01-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14227617.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9216 | PA      | $9168.70      | 0.00%             | 2027-06-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294540.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4243 | PA      | $4191.48      | 0.00%             | 2026-12-21      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6314510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1660 | PA      | $1555.54      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12270281.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17449 | PA      | $17710.39     | 0.00%             | 2027-03-20      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5949698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16580 | PA      | $13953.82     | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6001627.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        389 | PA      | $356.54       | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6032372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30230 | PA      | $28158.32     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048596.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4983 | PA      | $4933.37      | 0.00%             | 2026-11-15      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6017422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3487 | PA      | $3305.39      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2045384.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1104 | PA      | $1086.36      | 0.00%             | 2026-11-15      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         56 | PA      | $57.09        | 0.00%             | 2024-02-14      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424441.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1539 | PA      | $1526.17      | 0.00%             | 2027-01-13      | Fixed         | 8.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6121244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        907 | PA      | $864.52       | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1882034.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4117 | PA      | $4062.85      | 0.00%             | 2026-10-20      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6242677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33288 | PA      | $31700.74     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436538.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4779 | PA      | $4707.85      | 0.00%             | 2025-01-18      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5777310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      56894 | PA      | $39773.11     | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611375.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        899 | PA      | $890.90       | 0.00%             | 2027-02-11      | Fixed         | 26.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5079962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1389 | PA      | $1357.19      | 0.00%             | 2023-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14854614.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14366 | PA      | $14559.23     | 0.00%             | 2025-07-21      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6306477.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1568 | PA      | $1453.68      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5293954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1190 | PA      | $400.90       | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6196734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1371 | PA      | $1250.20      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299850.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3540 | PA      | $3522.44      | 0.00%             | 2024-12-22      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818104.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        280 | PA      | $283.75       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5769088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2096 | PA      | $2051.48      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5890859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1674 | PA      | $1596.91      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5727993.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        330 | PA      | $323.35       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5779106.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2170 | PA      | $2094.14      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4869065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         95 | PA      | $81.65        | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297555.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2649 | PA      | $2624.75      | 0.00%             | 2024-12-22      | Fixed         | 6.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5181201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6478 | PA      | $3373.02      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814474.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         47 | PA      | $47.71        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6216350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4687 | PA      | $4448.15      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5914159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7717 | PA      | $7448.88      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996858.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5630 | PA      | $5369.53      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136712.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3459 | PA      | $3088.70      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165808132.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5704 | PA      | $5555.05      | 0.00%             | 2025-01-29      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047288.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1061 | PA      | $1052.69      | 0.00%             | 2026-11-15      | Fixed         | 11.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298677.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2841 | PA      | $2825.11      | 0.00%             | 2026-12-22      | Fixed         | 6.71%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5949246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2834 | PA      | $1753.26      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 166686897.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4615 | PA      | $2107.70      | 0.00%             | 2033-02-14      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4763575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1784 | PA      | $599.39       | 0.00%             | 2023-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5517871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        554 | PA      | $544.56       | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165798.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3530 | PA      | $3377.99      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1884376.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12376 | PA      | $11716.64     | 0.00%             | 2024-10-20      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5824030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4781 | PA      | $4448.48      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991850875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        575 | PA      | $575.28       | 0.00%             | 2024-02-15      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432971.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4136 | PA      | $292.72       | 0.00%             | 2027-01-14      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5977978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        812 | PA      | $762.99       | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5843483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        555 | PA      | $540.96       | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        191 | PA      | $181.03       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7358 | PA      | $6895.89      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1495 | PA      | $1444.45      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435694.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1033 | PA      | $1019.83      | 0.00%             | 2025-01-18      | Fixed         | 23.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5094327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1540 | PA      | $723.87       | 0.00%             | 2023-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5562881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16603 | PA      | $15273.53     | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049037.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4376 | PA      | $4346.77      | 0.00%             | 2026-11-15      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3311752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        252 | PA      | $1.75         | 0.00%             | 2023-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5374200.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7532 | PA      | $3820.15      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604537.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18183 | PA      | $18077.92     | 0.00%             | 2027-02-10      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096144.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12625 | PA      | $12469.05     | 0.00%             | 2026-11-22      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5893913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2138 | PA      | $2014.76      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5961544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        303 | PA      | $297.12       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14647 | PA      | $13724.68     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15327014.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30601 | PA      | $31135.06     | 0.00%             | 2026-08-14      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610795.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1001 | PA      | $992.11       | 0.00%             | 2027-02-11      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611326.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8758 | PA      | $8613.96      | 0.00%             | 2027-02-11      | Fixed         | 18.28%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24590722.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         11 | PA      | $11.37        | 0.00%             | 2027-11-19      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5910870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9687 | PA      | $9331.92      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157742410.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4968 | PA      | $4810.76      | 0.00%             | 2024-08-28      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950964.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8810 | PA      | $8729.10      | 0.00%             | 2027-04-14      | Fixed         | 11.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1889326.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4111 | PA      | $4066.50      | 0.00%             | 2026-10-20      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11877787.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3859 | PA      | $3893.46      | 0.00%             | 2024-01-08      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1717152.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5363 | PA      | $5337.79      | 0.00%             | 2026-09-15      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13608232.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16699 | PA      | $16905.11     | 0.00%             | 2025-05-20      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12246415.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4372 | PA      | $4407.82      | 0.00%             | 2024-01-28      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5851930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12055 | PA      | $11096.59     | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        137 | PA      | $140.49       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 164220289.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10281 | PA      | $9837.60      | 0.00%             | 2025-01-02      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2289917.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4105 | PA      | $4065.59      | 0.00%             | 2026-12-21      | Fixed         | 24.12%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1694140.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12009 | PA      | $11574.70     | 0.00%             | 2025-01-12      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16906029.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10025 | PA      | $10204.14     | 0.00%             | 2027-09-17      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13337231.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14677 | PA      | $14882.35     | 0.00%             | 2025-08-15      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188405983.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15058 | PA      | $14851.57     | 0.00%             | 2027-04-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6065936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1059 | PA      | $1000.84      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048610.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5746 | PA      | $5712.37      | 0.00%             | 2026-11-15      | Fixed         | 31.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11751839.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10157 | PA      | $10011.22     | 0.00%             | 2027-02-03      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157472465.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4877 | PA      | $4743.63      | 0.00%             | 2024-08-26      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5834331.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3416 | PA      | $3279.61      | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4138127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2987 | PA      | $191.17       | 0.00%             | 2032-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12787 | PA      | $12118.22     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5796051.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1084 | PA      | $1053.39      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12032996.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10250 | PA      | $10412.57     | 0.00%             | 2026-05-22      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5956821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1018 | PA      | $984.75       | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293337.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4609 | PA      | $37.29        | 0.00%             | 2026-12-21      | Fixed         | 27.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804176.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          2 | PA      | $1.85         | 0.00%             | 2025-02-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5162594.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        617 | PA      | $190.25       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1715615.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4529 | PA      | $4513.21      | 0.00%             | 2026-09-15      | Fixed         | 31.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5754782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29596 | PA      | $28143.08     | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5702361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1286 | PA      | $1253.89      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6033788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12470 | PA      | $11906.54     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428794.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12346 | PA      | $12277.14     | 0.00%             | 2027-01-14      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6309799.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2732 | PA      | $2544.68      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11739845.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11529 | PA      | $11591.63     | 0.00%             | 2026-12-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5836241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5001 | PA      | $2065.65      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2408 | PA      | $2228.92      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6005828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4924 | PA      | $4736.77      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5833974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        851 | PA      | $828.90       | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13946841.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21197 | PA      | $21437.18     | 0.00%             | 2025-06-10      | Fixed         | 10.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5412099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22781 | PA      | $21678.26     | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8163 | PA      | $7248.62      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1754268.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8895 | PA      | $8474.37      | 0.00%             | 2027-04-07      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 154940690.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10299 | PA      | $10002.86     | 0.00%             | 2024-07-09      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610903.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19519 | PA      | $19357.95     | 0.00%             | 2027-02-11      | Fixed         | 34.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425390.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2660 | PA      | $764.27       | 0.00%             | 2027-01-13      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435644.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11167 | PA      | $11094.90     | 0.00%             | 2027-01-18      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4746441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1301 | PA      | $834.91       | 0.00%             | 2023-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6026353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4729 | PA      | $4534.86      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155859112.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5901 | PA      | $5827.04      | 0.00%             | 2024-07-29      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5732625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7382 | PA      | $7170.22      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295080.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6269 | PA      | $6211.90      | 0.00%             | 2026-12-21      | Fixed         | 13.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5534127.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        424 | PA      | $416.16       | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431355.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1379 | PA      | $1364.72      | 0.00%             | 2025-01-14      | Fixed         | 6.97%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17495780.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13284 | PA      | $13310.73     | 0.00%             | 2025-09-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807957.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        514 | PA      | $36.42        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5324834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        547 | PA      | $497.45       | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5889820.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2688 | PA      | $2590.74      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6289101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2524 | PA      | $2331.06      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1658476.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5267 | PA      | $5056.78      | 0.00%             | 2024-11-08      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616262.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2058 | PA      | $1217.10      | 0.00%             | 2025-02-14      | Fixed         | 17.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5987095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        823 | PA      | $722.05       | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4113 | PA      | $3822.26      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5913061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11450 | PA      | $10796.23     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GoldentTree Loan Management US CLO 1 Ltd.                                          | GoldenTree Loan Management US CLO 1 Ltd., Series 2021-9A, Class A                  | CUSIP: 38138JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15731000 | PA      | $15534070.08  | 0.60%             | 2033-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614740.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8042 | PA      | $7954.31      | 0.00%             | 2025-02-11      | Fixed         | 14.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5618540.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1339 | PA      | $1305.69      | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15716454.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17187 | PA      | $17112.97     | 0.00%             | 2027-07-06      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1753719.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14285 | PA      | $13807.76     | 0.00%             | 2027-04-07      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5929549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4834 | PA      | $4643.82      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6285031.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1448 | PA      | $1334.01      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605161.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1441 | PA      | $1426.20      | 0.00%             | 2025-02-10      | Fixed         | 8.41%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991767560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        431 | PA      | $431.23       | 0.00%             | 2025-02-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991781788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        499 | PA      | $509.83       | 0.00%             | 2025-02-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603328.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        896 | PA      | $887.57       | 0.00%             | 2027-02-10      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| United States of America                                                           | U.S. Treasury Notes                                                                | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $56279296.80  | 2.18%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12396734.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42792 | PA      | $43241.49     | 0.00%             | 2027-02-03      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991776382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1792 | PA      | $1810.40      | 0.00%             | 2025-02-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436713.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8873 | PA      | $8814.16      | 0.00%             | 2027-01-18      | Fixed         | 26.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5851918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1099 | PA      | $1006.86      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14317523.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5567 | PA      | $5615.11      | 0.00%             | 2024-06-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5959474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1215 | PA      | $1126.16      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5581546.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1015 | PA      | $983.48       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5593739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2281 | PA      | $2128.52      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        144 | PA      | $143.83       | 0.00%             | 2024-02-10      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6021180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2808 | PA      | $2631.27      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BlueMountain Fuji EUR CLO V DAC                                                    | BlueMountain Fuji EUR CLO V DAC, Series 5A, Class B                                | CUSIP: N/A<br>LEI: 635400IYPG2G6NM3OV52       | Long             | ABS-CBDO         | CORP              | IE        |    4550000 | PA      | $4696848.05   | 0.18%             | 2033-01-15      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5889578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2423 | PA      | $2359.62      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17503110.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46968 | PA      | $47326.03     | 0.00%             | 2027-08-05      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5175595.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1646 | PA      | $1449.64      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines Pass-Through Trust                                               | American Airlines Pass-Through Trust, Series 2016-2, Class AA                      | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      35975 | PA      | $32126.30     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5911770.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2455 | PA      | $2376.31      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2091484.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3536 | PA      | $3351.41      | 0.00%             | 2024-11-22      | Fixed         | 19.01%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148124381.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11516 | PA      | $11260.46     | 0.00%             | 2024-03-23      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15425472.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28981 | PA      | $28925.34     | 0.00%             | 2027-07-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5233838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        299 | PA      | $284.93       | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5473313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        683 | PA      | $186.09       | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5929107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4507 | PA      | $3530.38      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057973.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15966 | PA      | $16176.71     | 0.00%             | 2026-06-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6265075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2560 | PA      | $2357.64      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5576717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         79 | PA      | $77.23        | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5600497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        130 | PA      | $124.93       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689533.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4617 | PA      | $4446.52      | 0.00%             | 2027-01-14      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402CXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        131 | PA      | $129.93       | 0.00%             | 2032-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4922957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4214 | PA      | $3760.65      | 0.00%             | 2023-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6175348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      70696 | PA      | $67105.78     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991763007.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         94 | PA      | $94.02        | 0.00%             | 2025-02-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429485.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9678 | PA      | $9570.51      | 0.00%             | 2025-01-14      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950232.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26982 | PA      | $26719.23     | 0.00%             | 2027-04-14      | Fixed         | 32.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5857372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3362 | PA      | $3129.49      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297197.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1393 | PA      | $1382.81      | 0.00%             | 2024-12-22      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6000099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5725 | PA      | $5531.70      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951079.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3089 | PA      | $3036.90      | 0.00%             | 2025-04-14      | Fixed         | 23.91%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 141082564.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3745 | PA      | $3683.34      | 0.00%             | 2023-10-25      | Fixed         | 11.06%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                     | FHLMC STACR Debt Notes, Series 2014-DN4, Class M3                                  | CUSIP: 3137G0CU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    1341831 | PA      | $1373528.37   | 0.05%             | 2024-10-25      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818449.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         43 | PA      | $36.93        | 0.00%             | 2025-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4964441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3665 | PA      | $2018.79      | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6194754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3183 | PA      | $2989.56      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5953433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6157 | PA      | $5931.67      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4925 | PA      | $4670.08      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991787070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          8 | PA      | $8.29         | 0.00%             | 2024-02-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5960098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6191 | PA      | $5957.00      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991868894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        783 | PA      | $799.99       | 0.00%             | 2025-02-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15034481.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19568 | PA      | $2277.37      | 0.00%             | 2027-07-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6144088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4391 | PA      | $4149.96      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6125852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17908 | PA      | $17029.76     | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951404.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1147 | PA      | $1129.30      | 0.00%             | 2025-04-14      | Fixed         | 29.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6194832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20990 | PA      | $19900.64     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5915684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1224 | PA      | $1177.31      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         27 | PA      | $26.90        | 0.00%             | 2024-02-14      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991798251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         99 | PA      | $100.66       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5629638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        782 | PA      | $707.65       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4342268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3799 | PA      | $382.14       | 0.00%             | 2032-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    7850000 | PA      | $-917746.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17510658.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14086 | PA      | $14231.17     | 0.00%             | 2025-09-18      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1649350.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11371 | PA      | $10990.75     | 0.00%             | 2026-10-28      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14909153.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27199 | PA      | $27340.50     | 0.00%             | 2025-07-21      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1718497.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1987 | PA      | $1982.34      | 0.00%             | 2026-09-15      | Fixed         | 32.01%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1667316.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6622 | PA      | $6362.66      | 0.00%             | 2024-11-10      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10143 | PA      | $9352.02      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428658.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9784 | PA      | $5815.98      | 0.00%             | 2027-01-13      | Fixed         | 22.41%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402LPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14409 | PA      | $13742.77     | 0.00%             | 2043-06-01      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423807.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1668 | PA      | $121.44       | 0.00%             | 2025-01-13      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096158.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4231 | PA      | $4179.95      | 0.00%             | 2026-11-22      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Credit Trust                                         | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S5, Class PT | CUSIP: 21055CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     134167 | PA      | $126690.22    | 0.00%             | 2044-09-15      | Variable      | 12.53%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6209701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6984 | PA      | $6608.31      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                                  | HSBC Holdings plc                                                                  | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $783846.64    | 0.03%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15024354.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12271 | PA      | $7786.33      | 0.00%             | 2027-07-11      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6045174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4707 | PA      | $4572.58      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612243.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1623 | PA      | $1608.37      | 0.00%             | 2027-02-11      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4938 | PA      | $1147.15      | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5766075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1646 | PA      | $1586.87      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5866260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11683 | PA      | $11466.18     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13768213.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10408 | PA      | $10458.08     | 0.00%             | 2025-06-03      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885417.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4266 | PA      | $4250.20      | 0.00%             | 2026-10-20      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4832246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         58 | PA      | $50.40        | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5894801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5347 | PA      | $5100.49      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4679063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2470 | PA      | $960.77       | 0.00%             | 2023-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1673252.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10881 | PA      | $10509.54     | 0.00%             | 2024-12-29      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2300108.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1159 | PA      | $1154.94      | 0.00%             | 2026-12-22      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10531 | PA      | $9378.61      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609347.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8410 | PA      | $4988.01      | 0.00%             | 2027-02-10      | Fixed         | 24.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949602.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7187 | PA      | $2097.50      | 0.00%             | 2027-04-14      | Fixed         | 28.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        550 | PA      | $573.30       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5837444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1364 | PA      | $1317.25      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6017671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1218 | PA      | $1048.12      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606882.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6913 | PA      | $6844.79      | 0.00%             | 2027-02-10      | Fixed         | 13.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1704399.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30421 | PA      | $29030.55     | 0.00%             | 2027-02-03      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5085179.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1272 | PA      | $950.16       | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434043.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28587 | PA      | $28382.06     | 0.00%             | 2027-06-14      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6105927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1977 | PA      | $1883.14      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5908682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2144 | PA      | $1876.52      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 163851574.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3844 | PA      | $3707.70      | 0.00%             | 2033-02-25      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5915449.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4602 | PA      | $2866.55      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2618241.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8196 | PA      | $8124.35      | 0.00%             | 2027-02-14      | Fixed         | 31.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6181329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2417 | PA      | $2205.64      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162363569.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        906 | PA      | $904.48       | 0.00%             | 2033-02-05      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6135699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        408 | PA      | $391.82       | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424056.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2740 | PA      | $2712.58      | 0.00%             | 2025-01-13      | Fixed         | 5.61%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24808854.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        620 | PA      | $47.40        | 0.00%             | 2027-11-29      | Fixed         | 24.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5932683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3018 | PA      | $2869.05      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612674.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1770 | PA      | $1753.82      | 0.00%             | 2027-02-11      | Fixed         | 23.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949710.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6552 | PA      | $6486.25      | 0.00%             | 2025-04-14      | Fixed         | 9.46%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        117 | PA      | $15.14        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6120592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1922 | PA      | $1791.33      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2405316.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1759 | PA      | $449.19       | 0.00%             | 2027-01-18      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6015895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        608 | PA      | $593.15       | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6252438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4879 | PA      | $4565.64      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6154495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1086 | PA      | $1049.32      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6052126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44081 | PA      | $41906.68     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4904451.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3850 | PA      | $1747.29      | 0.00%             | 2023-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4622912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12026 | PA      | $3325.60      | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3320535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13177 | PA      | $37.06        | 0.00%             | 2023-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5233885.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        246 | PA      | $242.29       | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949585.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6258 | PA      | $6207.36      | 0.00%             | 2027-04-14      | Fixed         | 31.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5923527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2030 | PA      | $1956.66      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615221.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8866 | PA      | $8787.51      | 0.00%             | 2027-02-11      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5856582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1721 | PA      | $1621.53      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6261636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8943 | PA      | $8374.42      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148932528.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10915 | PA      | $10483.77     | 0.00%             | 2024-12-25      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6026482.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2449 | PA      | $2391.51      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13682302.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9266 | PA      | $9269.64      | 0.00%             | 2027-04-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4829826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2670 | PA      | $1458.54      | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5572809.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        677 | PA      | $657.75       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5779421.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2366 | PA      | $1817.17      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293501.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6020 | PA      | $5975.55      | 0.00%             | 2026-12-21      | Fixed         | 7.39%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5766230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4243 | PA      | $4107.15      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 187933932.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9189 | PA      | $8884.79      | 0.00%             | 2027-04-19      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5727267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1562 | PA      | $1522.20      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5255302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19141 | PA      | $9035.35      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2395761.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26341 | PA      | $26162.62     | 0.00%             | 2027-01-13      | Fixed         | 22.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5588118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        824 | PA      | $782.77       | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136357.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1863 | PA      | $1305.44      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 164591978.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11874 | PA      | $11398.55     | 0.00%             | 2025-01-21      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5669316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10342 | PA      | $9580.43      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14265655.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11271 | PA      | $11193.57     | 0.00%             | 2027-06-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607606.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4640 | PA      | $4573.85      | 0.00%             | 2025-02-10      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14330285.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23809 | PA      | $24113.48     | 0.00%             | 2027-05-13      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13764063.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18164 | PA      | $18436.20     | 0.00%             | 2026-06-03      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13957398.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17185 | PA      | $17309.84     | 0.00%             | 2025-06-01      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1687683.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15271 | PA      | $14725.26     | 0.00%             | 2027-01-02      | Fixed         | 11.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948718.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7886 | PA      | $4683.87      | 0.00%             | 2027-04-14      | Fixed         | 20.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5751069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1336 | PA      | $1296.20      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5831651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2044 | PA      | $1977.63      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5230 | PA      | $4949.25      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437419.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12914 | PA      | $12796.44     | 0.00%             | 2027-01-18      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| AbbVie, Inc.                                                                       | AbbVie, Inc.                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     500000 | PA      | $473399.66    | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6175891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      51996 | PA      | $49158.82     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2944042.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16306 | PA      | $16158.83     | 0.00%             | 2027-04-14      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991839486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        127 | PA      | $84.05        | 0.00%             | 2025-02-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293631.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1511 | PA      | $1489.97      | 0.00%             | 2024-12-21      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         77 | PA      | $79.33        | 0.00%             | 2025-02-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991840198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         72 | PA      | $-4.15        | -0.00%            | 2024-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427295.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1432 | PA      | $1422.53      | 0.00%             | 2027-01-13      | Fixed         | 28.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613761.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1114 | PA      | $1099.03      | 0.00%             | 2025-02-11      | Fixed         | 15.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4103 | PA      | $3902.55      | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        208 | PA      | $27.36        | 0.00%             | 2024-02-14      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302250.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1316 | PA      | $1209.46      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         83 | PA      | $0.59         | 0.00%             | 2025-02-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5569241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1471 | PA      | $1076.35      | 0.00%             | 2023-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 25181624.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1224 | PA      | $284.24       | 0.00%             | 2027-12-19      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        660 | PA      | $602.81       | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6301140.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1051 | PA      | $971.55       | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2433321.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1778 | PA      | $1767.16      | 0.00%             | 2027-01-14      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165296350.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22977 | PA      | $21778.76     | 0.00%             | 2025-03-27      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6244049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9443 | PA      | $8936.16      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436181.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3959 | PA      | $3900.79      | 0.00%             | 2025-01-18      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951624.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20354 | PA      | $2901.16      | 0.00%             | 2027-04-14      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3629212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        316 | PA      | $2.74         | 0.00%             | 2023-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6254570.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10175 | PA      | $9602.93      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613569.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        895 | PA      | $887.74       | 0.00%             | 2027-02-11      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         20 | PA      | $18.23        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949215.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16811 | PA      | $16736.05     | 0.00%             | 2027-04-14      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11947650.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14002 | PA      | $14071.60     | 0.00%             | 2027-03-20      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4409278.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        386 | PA      | $50.14        | 0.00%             | 2033-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950499.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3657 | PA      | $3619.17      | 0.00%             | 2025-04-14      | Fixed         | 10.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14129567.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7148 | PA      | $7230.76      | 0.00%             | 2024-06-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6189329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      53359 | PA      | $49375.09     | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14178884.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21878 | PA      | $22161.39     | 0.00%             | 2027-06-27      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5951157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3585 | PA      | $2905.49      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14225057.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19910 | PA      | $19959.66     | 0.00%             | 2027-06-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2609619.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2649 | PA      | $774.28       | 0.00%             | 2027-02-11      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991964791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1493 | PA      | $1523.05      | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385H7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        646 | PA      | $642.74       | 0.00%             | 2024-07-01      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6123286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7662 | PA      | $6955.94      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991785193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        721 | PA      | $52.53        | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13484916.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18823 | PA      | $19023.51     | 0.00%             | 2027-05-12      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1742747.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9408 | PA      | $9088.68      | 0.00%             | 2027-04-15      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5715932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        810 | PA      | $794.29       | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9426 | PA      | $8176.38      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5820697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1220 | PA      | $639.74       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2603700.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1873 | PA      | $1855.36      | 0.00%             | 2027-07-10      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6140483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3025 | PA      | $2873.80      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5985929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1436 | PA      | $1399.88      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991827841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         80 | PA      | $5.95         | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095314.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21535 | PA      | $5849.42      | 0.00%             | 2026-11-22      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        155 | PA      | $159.28       | 0.00%             | 2024-02-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15544956.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14648 | PA      | $14877.24     | 0.00%             | 2027-08-15      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5629401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2017 | PA      | $1953.66      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047187.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13657 | PA      | $13576.34     | 0.00%             | 2026-11-15      | Fixed         | 22.10%                | No            |                  3 | On Loan: No      |
| Dryden 44 Euro CLO DAC                                                             | Dryden 44 Euro CLO DAC, Series 2015-44A, Class A1RR                                | CUSIP: N/A<br>LEI: 635400YO6CJ2YJRXF230       | Long             | ABS-CBDO         | CORP              | IE        |   20020000 | PA      | $21211842.10  | 0.82%             | 2034-04-15      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13628676.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11293 | PA      | $11470.41     | 0.00%             | 2027-05-27      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434814.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2145 | PA      | $2133.14      | 0.00%             | 2027-01-14      | Fixed         | 6.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096356.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        864 | PA      | $861.47       | 0.00%             | 2026-11-22      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14937680.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16040 | PA      | $16296.12     | 0.00%             | 2027-07-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849622.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        335 | PA      | $344.64       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886189.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3053 | PA      | $3043.34      | 0.00%             | 2026-10-20      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5082270.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2839 | PA      | $2648.04      | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5892364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1687 | PA      | $1571.27      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Endeavor Energy Resources LP / EER Finance, Inc.                                   | Endeavor Energy Resources LP / EER Finance, Inc.                                   | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1962000.00   | 0.08%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991922584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         24 | PA      | $24.10        | 0.00%             | 2025-02-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410GFX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12171 | PA      | $12083.10     | 0.00%             | 2035-06-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12270584.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9309 | PA      | $9324.31      | 0.00%             | 2027-01-25      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5902768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7255 | PA      | $7035.63      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991777650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         67 | PA      | $67.60        | 0.00%             | 2025-02-12      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949488.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1663 | PA      | $1639.75      | 0.00%             | 2027-04-14      | Fixed         | 22.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429979.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2503 | PA      | $2485.16      | 0.00%             | 2027-01-14      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433923.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8464 | PA      | $8387.52      | 0.00%             | 2027-01-14      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430396.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4711 | PA      | $4672.65      | 0.00%             | 2025-01-14      | Fixed         | 18.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608165.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33070 | PA      | $2357.90      | 0.00%             | 2027-02-10      | Fixed         | 24.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5564095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1296 | PA      | $1258.81      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022466.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16622 | PA      | $15828.49     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991848269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $54.88        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6241838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16748 | PA      | $13539.30     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6184697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14576 | PA      | $13877.80     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5929276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3259 | PA      | $3154.80      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6838 | PA      | $6500.99      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6058619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        758 | PA      | $721.23       | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6192415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6505 | PA      | $6235.55      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885766.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25711 | PA      | $25502.74     | 0.00%             | 2026-10-20      | Fixed         | 12.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6261576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        519 | PA      | $462.76       | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6150212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4508 | PA      | $4329.06      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6240119.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1400 | PA      | $1337.42      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3233993.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        428 | PA      | $0.44         | 0.00%             | 2023-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6169835.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3595 | PA      | $3449.31      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148729378.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9267 | PA      | $9049.67      | 0.00%             | 2024-03-16      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614677.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5043 | PA      | $4993.82      | 0.00%             | 2027-02-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951735.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4362 | PA      | $4303.54      | 0.00%             | 2025-04-14      | Fixed         | 15.61%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12270370.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40019 | PA      | $40509.25     | 0.00%             | 2026-02-04      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991817771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        107 | PA      | $111.91       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5866215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2350 | PA      | $2198.34      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610639.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10596 | PA      | $1518.23      | 0.00%             | 2027-07-11      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14160424.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16124 | PA      | $16149.17     | 0.00%             | 2027-07-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426488.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5951 | PA      | $5896.72      | 0.00%             | 2027-01-13      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4923842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1929 | PA      | $639.06       | 0.00%             | 2023-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991852690.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         12 | PA      | $6.19         | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436396.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27661 | PA      | $1957.82      | 0.00%             | 2027-01-18      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA Connecticut Avenue Securities, Series 2014-C02, Class 1M2                     | CUSIP: 30711XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.08         | 0.00%             | 2024-05-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1688477.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2107 | PA      | $2017.56      | 0.00%             | 2025-01-13      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6260925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14044 | PA      | $13088.16     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991867337.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        573 | PA      | $584.22       | 0.00%             | 2025-02-15      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6153645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24413 | PA      | $23356.15     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        372 | PA      | $383.68       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.                          | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.                          | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3300085.50   | 0.13%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403UYK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1733 | PA      | $1749.93      | 0.00%             | 2033-11-01      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402LGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6750 | PA      | $6613.66      | 0.00%             | 2033-09-01      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094919.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3342 | PA      | $1000.70      | 0.00%             | 2026-11-22      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5918273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7548 | PA      | $7281.00      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6217865.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      51630 | PA      | $48765.86     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6236308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2267 | PA      | $1982.79      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5872536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        744 | PA      | $660.52       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304176.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32577 | PA      | $30439.78     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6052796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1674 | PA      | $1578.96      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5553980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        277 | PA      | $231.47       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6009 | PA      | $5614.50      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31409XZZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23699 | PA      | $23639.26     | 0.00%             | 2036-02-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5629496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2827 | PA      | $2703.54      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15951898.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28178 | PA      | $28550.88     | 0.00%             | 2026-08-28      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5922874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10769 | PA      | $8802.93      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6150725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        785 | PA      | $747.15       | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13845932.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9617 | PA      | $902.91       | 0.00%             | 2027-05-21      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 143378025.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7942 | PA      | $7861.22      | 0.00%             | 2023-11-14      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4863679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16205 | PA      | $3894.46      | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                               | Clear Channel Outdoor Holdings, Inc., Term Loan B                                  | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2026-08-21      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5965480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7192 | PA      | $5835.95      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6169766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2797 | PA      | $2694.51      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4971262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        539 | PA      | $530.05       | 0.00%             | 2023-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5597324.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1733 | PA      | $969.45       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5951713.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2510 | PA      | $1324.64      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20606 | PA      | $19073.88     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296476.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4727 | PA      | $4674.49      | 0.00%             | 2024-12-22      | Fixed         | 22.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435607.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2193 | PA      | $2173.61      | 0.00%             | 2027-01-18      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048946.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13688 | PA      | $13477.75     | 0.00%             | 2026-11-15      | Fixed         | 20.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14146069.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16100 | PA      | $3265.91      | 0.00%             | 2027-05-05      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603571.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1015 | PA      | $1003.00      | 0.00%             | 2025-02-10      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435291.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38346 | PA      | $38005.18     | 0.00%             | 2027-01-14      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4792 | PA      | $4547.20      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991813160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        121 | PA      | $125.70       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423517.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5466 | PA      | $1589.53      | 0.00%             | 2027-01-13      | Fixed         | 29.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5871974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        583 | PA      | $496.48       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950639.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1997 | PA      | $1972.75      | 0.00%             | 2027-04-14      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| FirstKey Homes Trust                                                               | FirstKey Homes Trust, Series 2020-SFR2, Class A                                    | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4180047 | PA      | $3801579.27   | 0.15%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048415.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12909 | PA      | $12807.64     | 0.00%             | 2026-11-15      | Fixed         | 9.54%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5154060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        658 | PA      | $631.77       | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1752882.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4434 | PA      | $4284.21      | 0.00%             | 2027-04-06      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16070360.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38572 | PA      | $38770.60     | 0.00%             | 2026-07-10      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4412 | PA      | $4238.59      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16071674.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9991 | PA      | $10100.86     | 0.00%             | 2027-08-26      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14153697.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8346 | PA      | $8350.48      | 0.00%             | 2025-06-19      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5316290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1073 | PA      | $662.76       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949972.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5198 | PA      | $5173.64      | 0.00%             | 2027-04-14      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6306828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11042 | PA      | $10210.61     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295880.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2456 | PA      | $2437.65      | 0.00%             | 2026-12-21      | Fixed         | 8.72%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5964065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5992 | PA      | $5732.98      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423394.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6872 | PA      | $6802.85      | 0.00%             | 2025-01-13      | Fixed         | 6.27%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31409VAS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229086 | PA      | $229404.45    | 0.01%             | 2036-02-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5752173.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10745 | PA      | $4878.31      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6308725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9717 | PA      | $8985.28      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188476890.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7195 | PA      | $7127.60      | 0.00%             | 2027-04-22      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6275849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43392 | PA      | $40636.92     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607597.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1948 | PA      | $1915.42      | 0.00%             | 2027-02-10      | Fixed         | 21.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6239452.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8644 | PA      | $8182.13      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614854.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1122 | PA      | $1109.62      | 0.00%             | 2025-02-11      | Fixed         | 20.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616467.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14600 | PA      | $14443.25     | 0.00%             | 2027-07-14      | Fixed         | 26.53%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410SXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3118 | PA      | $3127.79      | 0.00%             | 2036-06-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2618908.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25626 | PA      | $25362.08     | 0.00%             | 2027-02-14      | Fixed         | 14.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2605064.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4092 | PA      | $286.71       | 0.00%             | 2027-02-10      | Fixed         | 30.07%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11749892.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7610 | PA      | $7431.78      | 0.00%             | 2025-02-01      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2753 | PA      | $2561.39      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6045531.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2298 | PA      | $2114.59      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15673409.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7330 | PA      | $7408.08      | 0.00%             | 2026-07-01      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6020901.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7838 | PA      | $7408.70      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612288.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8992 | PA      | $8914.59      | 0.00%             | 2027-02-11      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991784876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        834 | PA      | $851.44       | 0.00%             | 2025-02-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1749364.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2094 | PA      | $2025.90      | 0.00%             | 2025-04-05      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16035258.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11273 | PA      | $5611.14      | 0.00%             | 2027-08-13      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950021.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8856 | PA      | $8775.51      | 0.00%             | 2027-04-14      | Fixed         | 11.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5929649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        869 | PA      | $770.30       | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428444.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5161 | PA      | $5097.25      | 0.00%             | 2027-01-13      | Fixed         | 16.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1665222.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13623 | PA      | $13188.27     | 0.00%             | 2024-11-08      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188303635.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10380 | PA      | $10243.77     | 0.00%             | 2027-04-21      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613443.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        868 | PA      | $859.36       | 0.00%             | 2027-02-11      | Fixed         | 30.65%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15743821.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10297 | PA      | $10357.96     | 0.00%             | 2026-08-20      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1676714.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29166 | PA      | $28138.45     | 0.00%             | 2026-12-21      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402HZX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        186 | PA      | $184.08       | 0.00%             | 2033-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        675 | PA      | $585.79       | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2046700.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6829 | PA      | $6414.64      | 0.00%             | 2026-11-15      | Fixed         | 16.57%                | No            |                  3 | On Loan: No      |
| Altria Group, Inc.                                                                 | Altria Group, Inc.                                                                 | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3990646.17   | 0.15%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991841309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        370 | PA      | $367.96       | 0.00%             | 2025-02-15      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6276874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4214 | PA      | $3892.79      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188388071.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9686 | PA      | $903.97       | 0.00%             | 2027-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5904398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1771 | PA      | $1694.74      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2559948.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35705 | PA      | $35336.68     | 0.00%             | 2025-02-11      | Fixed         | 6.36%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6251253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5957 | PA      | $5486.80      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1884649.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10810 | PA      | $10670.79     | 0.00%             | 2026-10-20      | Fixed         | 19.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614621.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23346 | PA      | $23049.14     | 0.00%             | 2027-12-11      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13800465.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10829 | PA      | $10796.65     | 0.00%             | 2027-05-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843712.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        198 | PA      | $207.34       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2878 | PA      | $2756.56      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991915264.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2335 | PA      | $2382.39      | 0.00%             | 2025-02-12      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991856762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        100 | PA      | $101.93       | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13816811.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18459 | PA      | $18420.51     | 0.00%             | 2027-06-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5518301.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22861 | PA      | $20999.70     | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1186 | PA      | $1087.85      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1015 | PA      | $956.06       | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14931619.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32091 | PA      | $32582.43     | 0.00%             | 2027-07-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5262459.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        226 | PA      | $194.93       | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6258244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46212 | PA      | $43944.83     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300702.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29671 | PA      | $27917.07     | 0.00%             | 2027-10-22      | Fixed         | 15.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049374.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1003 | PA      | $72.47        | 0.00%             | 2026-11-15      | Fixed         | 10.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1717010.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12624 | PA      | $12579.71     | 0.00%             | 2026-09-15      | Fixed         | 28.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5920757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26361 | PA      | $25512.26     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6051266.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7760 | PA      | $7447.58      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6043577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6229 | PA      | $5932.98      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186280.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24512 | PA      | $23475.78     | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5719839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7877 | PA      | $7565.47      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428185.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6982 | PA      | $6917.83      | 0.00%             | 2025-01-13      | Fixed         | 9.70%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433602.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3437 | PA      | $3402.68      | 0.00%             | 2025-01-14      | Fixed         | 6.82%                 | No            |                  3 | On Loan: No      |
| Discover Card Execution Note Trust                                                 | Discover Card Execution Note Trust, Series 2022-A3, Class A3                       | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   18930000 | PA      | $18558807.31  | 0.72%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2580476.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2576 | PA      | $2525.06      | 0.00%             | 2027-02-10      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5065961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1522 | PA      | $1314.02      | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991850275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        270 | PA      | $185.88       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256335.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        869 | PA      | $829.51       | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6038616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5336 | PA      | $4386.59      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6209884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6138 | PA      | $5544.15      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613463.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8463 | PA      | $1192.45      | 0.00%             | 2027-07-11      | Fixed         | 31.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5893764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2612 | PA      | $2540.22      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6029248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11502 | PA      | $10293.96     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612964.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10381 | PA      | $10279.47     | 0.00%             | 2027-02-11      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096279.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1057 | PA      | $1054.04      | 0.00%             | 2026-11-22      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5402007.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2003 | PA      | $1955.15      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716020.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1151 | PA      | $1145.25      | 0.00%             | 2024-09-15      | Fixed         | 23.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4819764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1186 | PA      | $398.52       | 0.00%             | 2023-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31412BTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1782 | PA      | $1756.97      | 0.00%             | 2034-04-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5158587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        514 | PA      | $493.90       | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948818.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3724 | PA      | $1084.11      | 0.00%             | 2027-09-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31384V7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4985 | PA      | $4859.61      | 0.00%             | 2040-10-01      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1658617.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1345 | PA      | $1302.10      | 0.00%             | 2024-11-08      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5951880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2534 | PA      | $2311.76      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2439151.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2658 | PA      | $2629.47      | 0.00%             | 2025-01-18      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949299.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3906 | PA      | $3874.09      | 0.00%             | 2027-04-14      | Fixed         | 28.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615913.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5684 | PA      | $5594.62      | 0.00%             | 2027-07-14      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991921494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4549 | PA      | $4637.17      | 0.00%             | 2025-02-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438258.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2124 | PA      | $2105.40      | 0.00%             | 2025-01-18      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048743.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8781 | PA      | $8716.76      | 0.00%             | 2026-11-15      | Fixed         | 29.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5694413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1139 | PA      | $1106.59      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991953998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         71 | PA      | $72.13        | 0.00%             | 2025-02-16      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11745688.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8898 | PA      | $8852.68      | 0.00%             | 2024-12-23      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 22783150.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        130 | PA      | $130.32       | 0.00%             | 2027-09-20      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188450442.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25022 | PA      | $23307.03     | 0.00%             | 2027-04-21      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5171609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4710 | PA      | $4271.05      | 0.00%             | 2023-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6178990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4836 | PA      | $4592.10      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4528 | PA      | $4153.24      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2422891.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1749 | PA      | $1735.10      | 0.00%             | 2027-01-13      | Fixed         | 29.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1749358.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1597 | PA      | $1523.54      | 0.00%             | 2025-04-05      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        885 | PA      | $849.52       | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5614574.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1885 | PA      | $1800.59      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        205 | PA      | $214.06       | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991817021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         96 | PA      | $100.12       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        572 | PA      | $587.89       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188277181.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31967 | PA      | $30865.02     | 0.00%             | 2027-04-13      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6228842.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        770 | PA      | $672.36       | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6265139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2897 | PA      | $2696.88      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991732442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        704 | PA      | $709.48       | 0.00%             | 2025-02-10      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6272267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     106639 | PA      | $99338.48     | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5875985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17125 | PA      | $16582.12     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425900.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7744 | PA      | $7691.80      | 0.00%             | 2027-01-13      | Fixed         | 23.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5298797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7177 | PA      | $6865.56      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294598.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2850 | PA      | $2833.63      | 0.00%             | 2026-12-21      | Fixed         | 30.58%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14078519.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19685 | PA      | $19471.03     | 0.00%             | 2027-07-24      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 161665297.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        582 | PA      | $295.98       | 0.00%             | 2033-02-12      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165702194.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        257 | PA      | $256.64       | 0.00%             | 2033-02-03      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1883864.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1081 | PA      | $1073.81      | 0.00%             | 2026-10-20      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 160928296.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3477 | PA      | $3451.51      | 0.00%             | 2032-10-29      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16036383.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10975 | PA      | $11047.32     | 0.00%             | 2026-08-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436236.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1919 | PA      | $1904.41      | 0.00%             | 2027-01-18      | Fixed         | 9.07%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6355988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17797 | PA      | $16671.43     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296775.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3921 | PA      | $3902.81      | 0.00%             | 2026-12-22      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16640720.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45824 | PA      | $46588.66     | 0.00%             | 2026-09-18      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431067.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5073 | PA      | $5026.23      | 0.00%             | 2027-01-14      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047820.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2157 | PA      | $2066.67      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5995625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6919 | PA      | $6587.45      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4706761.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        131 | PA      | $114.97       | 0.00%             | 2023-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2435 | PA      | $2415.40      | 0.00%             | 2027-01-13      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                       | BX Commercial Mortgage Trust, Series 2019-XL, Class A                              | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10379171 | PA      | $10339259.40  | 0.40%             | 2036-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5962639.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5946 | PA      | $5626.98      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991796922.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          4 | PA      | $4.29         | 0.00%             | 2028-02-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6261583.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10806 | PA      | $10052.19     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15594751.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28489 | PA      | $28974.40     | 0.00%             | 2026-08-14      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| United States of America                                                           | U.S. Treasury Notes                                                                | CUSIP: 912828WE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80000000 | PA      | $78765509.60  | 3.05%             | 2023-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6241523.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4464 | PA      | $4224.69      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991839406.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          8 | PA      | $8.29         | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16637870.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14726 | PA      | $14977.14     | 0.00%             | 2026-09-18      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6293641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6699 | PA      | $6207.19      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5933962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2485 | PA      | $2401.03      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5877498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4978 | PA      | $4808.70      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991824951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        157 | PA      | $162.47       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604002.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24844 | PA      | $24576.53     | 0.00%             | 2025-02-10      | Fixed         | 11.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297340.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4558 | PA      | $4320.95      | 0.00%             | 2027-05-22      | Fixed         | 22.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6163637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1972 | PA      | $1832.85      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17510305.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22709 | PA      | $22898.07     | 0.00%             | 2026-08-07      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6151232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        979 | PA      | $864.36       | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047279.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7645 | PA      | $7587.17      | 0.00%             | 2026-11-15      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        428 | PA      | $447.71       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2404751.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15921 | PA      | $15816.78     | 0.00%             | 2027-01-13      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991816392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        100 | PA      | $103.93       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611171.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1816 | PA      | $1800.88      | 0.00%             | 2027-02-11      | Fixed         | 30.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612036.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3969 | PA      | $3929.86      | 0.00%             | 2025-02-11      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2023190.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28053 | PA      | $26339.12     | 0.00%             | 2026-11-15      | Fixed         | 22.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13337190.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13720 | PA      | $13880.40     | 0.00%             | 2027-08-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614166.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2981 | PA      | $2958.67      | 0.00%             | 2027-02-11      | Fixed         | 10.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429026.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2607 | PA      | $645.31       | 0.00%             | 2027-01-14      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612579.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4319 | PA      | $4275.10      | 0.00%             | 2027-02-11      | Fixed         | 13.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15589795.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19665 | PA      | $19875.19     | 0.00%             | 2027-08-01      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6141598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9211 | PA      | $8851.00      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297604.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1309 | PA      | $1302.92      | 0.00%             | 2026-12-22      | Fixed         | 24.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5854351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2892 | PA      | $2794.43      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        537 | PA      | $519.57       | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296054.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7581 | PA      | $7524.03      | 0.00%             | 2026-12-21      | Fixed         | 9.40%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4722278.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        597 | PA      | $469.22       | 0.00%             | 2023-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4582331.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5425 | PA      | $1663.17      | 0.00%             | 2023-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616788.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11024 | PA      | $10915.45     | 0.00%             | 2027-02-14      | Fixed         | 28.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6143025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6302 | PA      | $5923.95      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4309887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13331 | PA      | $1293.31      | 0.00%             | 2032-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949006.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5701 | PA      | $5646.12      | 0.00%             | 2025-04-14      | Fixed         | 7.34%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1645289.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3985 | PA      | $3853.35      | 0.00%             | 2024-10-27      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6143125.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6346 | PA      | $5849.56      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1713636.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3667 | PA      | $3648.49      | 0.00%             | 2026-09-15      | Fixed         | 22.84%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31388GPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27350 | PA      | $26907.33     | 0.00%             | 2031-09-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15519399.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16484 | PA      | $16227.12     | 0.00%             | 2027-08-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991793801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         85 | PA      | $88.56        | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609006.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7615 | PA      | $7555.88      | 0.00%             | 2027-02-10      | Fixed         | 8.83%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425371.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1799 | PA      | $1787.99      | 0.00%             | 2027-01-13      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15398343.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8421 | PA      | $8526.58      | 0.00%             | 2024-06-20      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950297.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3736 | PA      | $3719.00      | 0.00%             | 2027-04-14      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5735246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1308 | PA      | $1265.84      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5900926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2664 | PA      | $2578.17      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12287223.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14113 | PA      | $14107.70     | 0.00%             | 2026-03-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16046150.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14277 | PA      | $3079.31      | 0.00%             | 2026-08-26      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3366564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        120 | PA      | $1.26         | 0.00%             | 2023-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615414.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5047 | PA      | $5003.49      | 0.00%             | 2027-02-11      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613805.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8986 | PA      | $1284.66      | 0.00%             | 2027-12-11      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991787154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          1 | PA      | $1.47         | 0.00%             | 2028-02-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385REP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9754 | PA      | $9633.87      | 0.00%             | 2030-09-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689341.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12924 | PA      | $12456.66     | 0.00%             | 2027-01-28      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        529 | PA      | $491.71       | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4581333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5025 | PA      | $1822.22      | 0.00%             | 2023-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5843502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7600 | PA      | $7283.35      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402T6W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12186 | PA      | $12065.21     | 0.00%             | 2033-08-01      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951261.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1652 | PA      | $1628.06      | 0.00%             | 2027-04-14      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1883366.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3615 | PA      | $3586.51      | 0.00%             | 2026-10-20      | Fixed         | 19.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2969 | PA      | $2729.88      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048978.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8642 | PA      | $8591.71      | 0.00%             | 2026-11-15      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5031525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1874 | PA      | $1151.27      | 0.00%             | 2023-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12270508.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19815 | PA      | $20053.55     | 0.00%             | 2027-03-21      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5923169.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1114 | PA      | $1088.21      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5909121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2022 | PA      | $1824.01      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14172338.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11669 | PA      | $11555.63     | 0.00%             | 2027-05-05      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991829845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         15 | PA      | $14.87        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951662.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6608 | PA      | $981.44       | 0.00%             | 2027-04-14      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5922492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        738 | PA      | $632.95       | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5110232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4917 | PA      | $2242.28      | 0.00%             | 2023-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1714702.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2999 | PA      | $2890.91      | 0.00%             | 2027-02-15      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5321514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2531 | PA      | $2402.21      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6001531.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4565 | PA      | $4403.21      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5065553.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11144 | PA      | $2670.68      | 0.00%             | 2023-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14222736.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16522 | PA      | $16754.93     | 0.00%             | 2026-06-15      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5664895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        296 | PA      | $283.04       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6145086.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5220 | PA      | $4921.16      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435037.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11711 | PA      | $11000.41     | 0.00%             | 2027-01-18      | Fixed         | 7.47%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948932.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1341 | PA      | $1329.71      | 0.00%             | 2027-04-14      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12399141.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7912 | PA      | $7832.54      | 0.00%             | 2025-03-08      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5627076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15542 | PA      | $7400.56      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17272402.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30247 | PA      | $30013.66     | 0.00%             | 2027-08-05      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31384WAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         10 | PA      | $9.47         | 0.00%             | 2029-01-01      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950451.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2573 | PA      | $2550.35      | 0.00%             | 2027-04-14      | Fixed         | 25.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2133 | PA      | $2052.41      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294602.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2940 | PA      | $206.00       | 0.00%             | 2026-12-21      | Fixed         | 28.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8100 | PA      | $7599.37      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1393 | PA      | $1259.92      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5961053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18565 | PA      | $17963.46     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         33 | PA      | $33.20        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297930.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2310 | PA      | $2288.41      | 0.00%             | 2024-12-22      | Fixed         | 7.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949868.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7900 | PA      | $4727.37      | 0.00%             | 2027-04-14      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6214456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11735 | PA      | $11121.83     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255303.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6028 | PA      | $5699.93      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5769759.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2077 | PA      | $2017.85      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145296187.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5069 | PA      | $4982.19      | 0.00%             | 2023-12-21      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 187819805.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15000 | PA      | $14732.17     | 0.00%             | 2027-04-14      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3502 | PA      | $3444.43      | 0.00%             | 2027-02-11      | Fixed         | 18.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6301156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4643 | PA      | $4261.87      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689947.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5072 | PA      | $4847.59      | 0.00%             | 2027-01-18      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611590.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6593 | PA      | $1910.32      | 0.00%             | 2027-02-11      | Fixed         | 25.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4079086.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3779 | PA      | $187.58       | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057139.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9143 | PA      | $822.93       | 0.00%             | 2025-05-05      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948750.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        764 | PA      | $752.88       | 0.00%             | 2027-04-14      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615365.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8259 | PA      | $8179.48      | 0.00%             | 2027-02-11      | Fixed         | 15.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5210805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        280 | PA      | $222.22       | 0.00%             | 2023-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 25412581.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        297 | PA      | $22.97        | 0.00%             | 2027-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294105.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11527 | PA      | $11467.50     | 0.00%             | 2026-12-21      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423306.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5032 | PA      | $4967.16      | 0.00%             | 2025-01-13      | Fixed         | 29.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         87 | PA      | $90.49        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Vivion Investments SARL                                                            | Vivion Investments SARL                                                            | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     700000 | PA      | $643725.66    | 0.02%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991841177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        297 | PA      | $294.60       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024182.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3339 | PA      | $3198.59      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15302717.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20090 | PA      | $20038.10     | 0.00%             | 2027-08-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435410.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10527 | PA      | $5855.82      | 0.00%             | 2027-01-14      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428807.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6179 | PA      | $6144.45      | 0.00%             | 2027-01-13      | Fixed         | 6.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6223791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5967 | PA      | $5653.32      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA                                                                            | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $6601491.61   | 0.26%             | 2025-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991760875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        125 | PA      | $129.74       | 0.00%             | 2025-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6007073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        654 | PA      | $592.11       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604033.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8625 | PA      | $8481.29      | 0.00%             | 2027-02-10      | Fixed         | 19.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5995767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7032 | PA      | $6558.43      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5987058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1752 | PA      | $1700.98      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6309845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5408 | PA      | $4981.60      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5856031.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        776 | PA      | $754.54       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5600512.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8988 | PA      | $5459.30      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6004389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1709 | PA      | $1638.53      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6190165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2945 | PA      | $2821.98      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293261.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        979 | PA      | $973.05       | 0.00%             | 2026-12-21      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14119402.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10003 | PA      | $3143.85      | 0.00%             | 2027-05-05      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300162.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1211 | PA      | $1204.06      | 0.00%             | 2026-12-22      | Fixed         | 5.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5848977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2101 | PA      | $2039.83      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16932202.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9812 | PA      | $3460.76      | 0.00%             | 2027-10-17      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436417.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5402 | PA      | $5367.60      | 0.00%             | 2027-01-18      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5578593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        581 | PA      | $561.99       | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2024402.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10338 | PA      | $10307.71     | 0.00%             | 2026-11-22      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15576373.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14594 | PA      | $14817.56     | 0.00%             | 2027-08-13      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4975732.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        539 | PA      | $447.07       | 0.00%             | 2023-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991855573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         15 | PA      | $14.14        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19245 | PA      | $18284.10     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057284.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34875 | PA      | $35224.82     | 0.00%             | 2027-04-23      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6154042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35919 | PA      | $29810.59     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949803.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2139 | PA      | $2121.77      | 0.00%             | 2027-04-14      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14143499.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30335 | PA      | $30330.54     | 0.00%             | 2027-06-07      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 158896888.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6889 | PA      | $6706.32      | 0.00%             | 2024-11-18      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3059 | PA      | $2371.59      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5961512.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        954 | PA      | $799.71       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951247.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1010 | PA      | $994.70       | 0.00%             | 2027-04-14      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949050.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13754 | PA      | $13630.86     | 0.00%             | 2027-04-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094459.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1313 | PA      | $1249.48      | 0.00%             | 2026-11-22      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6242415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31419 | PA      | $29853.39     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5540573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1566 | PA      | $1448.18      | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6309422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1871 | PA      | $1719.90      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6273365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41989 | PA      | $39173.13     | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611556.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8159 | PA      | $8087.51      | 0.00%             | 2027-02-11      | Fixed         | 8.27%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4612864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        930 | PA      | $202.15       | 0.00%             | 2023-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297460.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43990 | PA      | $41804.07     | 0.00%             | 2026-12-22      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1714570.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6784 | PA      | $6764.83      | 0.00%             | 2026-09-15      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5752009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2852 | PA      | $2772.55      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6144424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30672 | PA      | $28799.97     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24184289.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7395 | PA      | $7695.15      | 0.00%             | 2024-11-06      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5933037.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        503 | PA      | $482.48       | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436019.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4586 | PA      | $4550.90      | 0.00%             | 2027-01-18      | Fixed         | 8.91%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047443.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9915 | PA      | $9440.66      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016508.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9762 | PA      | $9407.73      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991821292.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         32 | PA      | $31.93        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6223645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5955 | PA      | $5663.48      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2422943.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5554 | PA      | $5466.11      | 0.00%             | 2027-06-13      | Fixed         | 17.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 147890443.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14598 | PA      | $14123.04     | 0.00%             | 2024-06-05      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5962171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10573 | PA      | $10115.97     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5655613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4876 | PA      | $4719.84      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5155680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        612 | PA      | $408.35       | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297229.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11403 | PA      | $11356.28     | 0.00%             | 2026-12-22      | Fixed         | 26.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14225512.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9178 | PA      | $9133.45      | 0.00%             | 2027-06-07      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4413957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        356 | PA      | $31.95        | 0.00%             | 2033-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298854.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1668 | PA      | $1652.35      | 0.00%             | 2024-12-22      | Fixed         | 8.03%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14147815.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12015 | PA      | $11862.33     | 0.00%             | 2025-06-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 161593900.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2257 | PA      | $2179.64      | 0.00%             | 2024-11-12      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6002191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1675 | PA      | $1634.66      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612506.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5721 | PA      | $5662.19      | 0.00%             | 2025-02-11      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15432924.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22371 | PA      | $22587.16     | 0.00%             | 2027-09-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423642.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3577 | PA      | $3554.66      | 0.00%             | 2027-01-13      | Fixed         | 28.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4871988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4776 | PA      | $4219.88      | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716537.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1676 | PA      | $1654.59      | 0.00%             | 2027-02-15      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6236717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2137 | PA      | $1815.42      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302938.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        554 | PA      | $514.33       | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5940724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36321 | PA      | $34289.70     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8617 | PA      | $8220.31      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295504.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7670 | PA      | $-1.41        | -0.00%            | 2027-05-21      | Fixed         | 26.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6292028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19850 | PA      | $18382.39     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293310.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1606 | PA      | $1596.57      | 0.00%             | 2026-12-21      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427159.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4246 | PA      | $306.97       | 0.00%             | 2027-01-13      | Fixed         | 19.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        650 | PA      | $664.76       | 0.00%             | 2025-02-16      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6053084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4169 | PA      | $3923.66      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16046092.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20479 | PA      | $20538.10     | 0.00%             | 2027-08-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14177752.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23260 | PA      | $23506.93     | 0.00%             | 2027-06-06      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165997.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6074 | PA      | $5764.18      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 152159254.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11929 | PA      | $0.00         | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4892791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        631 | PA      | $572.93       | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1655232.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11212 | PA      | $10846.76     | 0.00%             | 2024-11-20      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430090.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        663 | PA      | $652.50       | 0.00%             | 2027-01-14      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426279.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3540 | PA      | $3496.61      | 0.00%             | 2027-01-13      | Fixed         | 17.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4586510.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6337 | PA      | $1350.41      | 0.00%             | 2023-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4603785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2545 | PA      | $536.30       | 0.00%             | 2023-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1673615.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3087 | PA      | $2979.23      | 0.00%             | 2024-12-16      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1319 | PA      | $1174.44      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5965394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4341 | PA      | $4193.01      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437841.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        898 | PA      | $886.55       | 0.00%             | 2025-01-18      | Fixed         | 10.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4582045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        186 | PA      | $56.39        | 0.00%             | 2023-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1537 | PA      | $1559.23      | 0.00%             | 2025-02-13      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5164639.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1788 | PA      | $776.67       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951659.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7590 | PA      | $7520.28      | 0.00%             | 2027-04-14      | Fixed         | 10.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991852088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         53 | PA      | $54.33        | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991839957.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        574 | PA      | $583.21       | 0.00%             | 2025-02-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5255017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5301 | PA      | $4724.97      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2609609.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2189 | PA      | $2167.03      | 0.00%             | 2025-02-11      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047988.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7319 | PA      | $7273.72      | 0.00%             | 2026-11-15      | Fixed         | 29.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11929185.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9218 | PA      | $9332.77      | 0.00%             | 2024-02-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6025648.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        862 | PA      | $581.79       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1941 | PA      | $1819.86      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31411SNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12629 | PA      | $12768.36     | 0.00%             | 2037-02-01      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2439168.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3472 | PA      | $3440.32      | 0.00%             | 2025-01-18      | Fixed         | 8.76%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5973810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5092 | PA      | $4776.15      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5929012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3575 | PA      | $3471.42      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 164999071.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1546 | PA      | $1554.69      | 0.00%             | 2033-01-22      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2106 | PA      | $1961.38      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        184 | PA      | $191.78       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Huntington National Bank (The)                                                     | Huntington National Bank (The)                                                     | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7992208.41   | 0.31%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605247.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9670 | PA      | $690.77       | 0.00%             | 2029-02-10      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 160079994.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12820 | PA      | $12358.56     | 0.00%             | 2024-10-17      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6060861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1392 | PA      | $1298.41      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17455190.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46914 | PA      | $47456.69     | 0.00%             | 2027-09-13      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1679752.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12394 | PA      | $11942.79     | 0.00%             | 2026-12-16      | Fixed         | 10.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048854.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1331 | PA      | $1314.73      | 0.00%             | 2024-11-15      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047708.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9629 | PA      | $9027.85      | 0.00%             | 2027-04-15      | Fixed         | 16.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5656446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4574 | PA      | $4446.59      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1709228.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12286 | PA      | $11707.60     | 0.00%             | 2027-02-16      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950367.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9933 | PA      | $9812.83      | 0.00%             | 2027-04-14      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5933879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1580 | PA      | $1540.28      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31405VHD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13813 | PA      | $13808.97     | 0.00%             | 2034-07-01      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                      | K2016470219 South Africa Ltd., Class A                                             | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |   12326925 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6120750.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1002 | PA      | $704.76       | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5930286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5748 | PA      | $5628.15      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1692458.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3918 | PA      | $3896.22      | 0.00%             | 2026-09-15      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5503576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        769 | PA      | $753.10       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951869.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6445 | PA      | $6382.19      | 0.00%             | 2027-04-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991771576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        742 | PA      | $756.77       | 0.00%             | 2025-02-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16931630.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17516 | PA      | $17685.92     | 0.00%             | 2025-09-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616143.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6067 | PA      | $1757.18      | 0.00%             | 2027-02-14      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991831543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          8 | PA      | $4.23         | 0.00%             | 2028-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| OHA Credit Partners XIII Ltd.                                                      | OHA Credit Partners XIII Ltd., Series 2016-13A, Class AR                           | CUSIP: 67110NAM7<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |    5800000 | PA      | $5712528.97   | 0.22%             | 2034-10-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424244.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5124 | PA      | $5055.78      | 0.00%             | 2025-01-13      | Fixed         | 21.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         50 | PA      | $-1.97        | -0.00%            | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                           | U.S. Treasury Notes                                                                | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52000000 | PA      | $50643125.00  | 1.96%             | 2025-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15743089.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23383 | PA      | $23637.13     | 0.00%             | 2027-08-10      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991941107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        304 | PA      | $303.67       | 0.00%             | 2025-02-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5975492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6331 | PA      | $6047.49      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        343 | PA      | $349.02       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4831455.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1725 | PA      | $687.00       | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5941018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19311 | PA      | $15460.10     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6164849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4655 | PA      | $4418.45      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949396.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3752 | PA      | $3704.54      | 0.00%             | 2027-04-14      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6191418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35164 | PA      | $33462.56     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5989581.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2262 | PA      | $2165.94      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434209.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7185 | PA      | $7107.01      | 0.00%             | 2025-01-14      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5585302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        846 | PA      | $790.66       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3541 | PA      | $2255.95      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5894648.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1213 | PA      | $1138.66      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6303349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9984 | PA      | $9359.06      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7252 | PA      | $5946.07      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888117.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3499 | PA      | $3485.83      | 0.00%             | 2026-10-20      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        107 | PA      | $112.33       | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1696453.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4278 | PA      | $4109.41      | 0.00%             | 2025-01-18      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6252835.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7353 | PA      | $6954.51      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297795.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11234 | PA      | $11184.53     | 0.00%             | 2026-12-22      | Fixed         | 26.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5729636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4254 | PA      | $4146.84      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14688717.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11240 | PA      | $11424.96     | 0.00%             | 2026-07-18      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609633.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4805 | PA      | $4725.66      | 0.00%             | 2027-02-11      | Fixed         | 17.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4923714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6105 | PA      | $3775.01      | 0.00%             | 2023-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2578952.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        931 | PA      | $66.33        | 0.00%             | 2027-02-10      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6214034.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26105 | PA      | $24751.23     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830438.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        205 | PA      | $214.81       | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Parker-Hannifin Corp.                                                              | Parker-Hannifin Corp.                                                              | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4622109.77   | 0.18%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14870900.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17769 | PA      | $18062.94     | 0.00%             | 2026-07-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2046704.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12108 | PA      | $12009.48     | 0.00%             | 2026-11-15      | Fixed         | 9.53%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14748673.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12500 | PA      | $12658.13     | 0.00%             | 2025-07-17      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        213 | PA      | $222.73       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6270822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6589 | PA      | $6075.93      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2289495.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4579 | PA      | $4515.65      | 0.00%             | 2026-12-21      | Fixed         | 27.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613644.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6587 | PA      | $1920.94      | 0.00%             | 2027-02-11      | Fixed         | 33.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6280869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7343 | PA      | $6800.72      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6006556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24786 | PA      | $23818.68     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2292845.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2601 | PA      | $-11.86       | -0.00%            | 2026-12-21      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950043.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2518 | PA      | $2493.09      | 0.00%             | 2025-04-14      | Fixed         | 14.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1717684.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1524 | PA      | $1512.25      | 0.00%             | 2024-09-15      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6308277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2797 | PA      | $2595.78      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5278584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1367 | PA      | $1131.03      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6276872.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        522 | PA      | $483.94       | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                         | FHLMC Pool, 15 Year                                                                | CUSIP: 3132D6CU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13451361 | PA      | $13129533.52  | 0.51%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5006161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        516 | PA      | $401.50       | 0.00%             | 2023-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12361627.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21205 | PA      | $21458.43     | 0.00%             | 2027-03-07      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5122398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5431 | PA      | $4358.95      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5596626.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1116 | PA      | $1077.23      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5254554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5092 | PA      | $1883.82      | 0.00%             | 2023-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986436.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6127 | PA      | $5818.08      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1659661.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5772 | PA      | $5555.26      | 0.00%             | 2024-12-02      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991831660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 151384503.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22304 | PA      | $0.00         | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16335329.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17545 | PA      | $17840.40     | 0.00%             | 2027-09-20      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31417JBG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11524 | PA      | $11580.82     | 0.00%             | 2038-09-01      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 18-R Ltd.                                              | Octagon Investment Partners 18-R Ltd., Series 2018-18A, Class A1A                  | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $991185.08    | 0.04%             | 2031-04-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297921.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5230 | PA      | $5206.42      | 0.00%             | 2026-12-22      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6860 | PA      | $6425.89      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11934748.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8755 | PA      | $8675.48      | 0.00%             | 2027-01-08      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297886.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2747 | PA      | $2739.35      | 0.00%             | 2026-12-22      | Fixed         | 29.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5882903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1710 | PA      | $1633.75      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $58.24        | 0.00%             | 2024-02-14      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6060894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1330 | PA      | $1240.75      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6044092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      53354 | PA      | $51007.53     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298365.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3253 | PA      | $499.72       | 0.00%             | 2026-12-22      | Fixed         | 30.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7006 | PA      | $6344.67      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057211.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11779 | PA      | $11212.42     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6236009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7469 | PA      | $7070.57      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1484 | PA      | $1415.84      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5754571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1895 | PA      | $1836.19      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14066107.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35836 | PA      | $36383.89     | 0.00%             | 2027-06-19      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298784.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6875 | PA      | $6821.37      | 0.00%             | 2024-12-22      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438805.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9622 | PA      | $9548.65      | 0.00%             | 2027-01-18      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13608215.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13365 | PA      | $13520.57     | 0.00%             | 2027-04-15      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6316163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      90978 | PA      | $84550.26     | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095095.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1530 | PA      | $1520.36      | 0.00%             | 2024-11-22      | Fixed         | 15.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5805116.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3916 | PA      | $3776.59      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         20 | PA      | $18.64        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5962142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4313 | PA      | $4187.56      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5700419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1243 | PA      | $1207.91      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-10224409.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10746 | PA      | $10870.94     | 0.00%             | 2026-01-04      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949405.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17945 | PA      | $17793.20     | 0.00%             | 2027-04-14      | Fixed         | 16.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4450419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8269 | PA      | $1735.89      | 0.00%             | 2033-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13700095.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21812 | PA      | $21865.42     | 0.00%             | 2026-05-20      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991854974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        190 | PA      | $198.80       | 0.00%             | 2025-02-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951097.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1488 | PA      | $1475.83      | 0.00%             | 2027-04-14      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406GLR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4904 | PA      | $4801.67      | 0.00%             | 2035-02-01      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607238.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2206 | PA      | $2182.16      | 0.00%             | 2025-02-11      | Fixed         | 13.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991847502.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        129 | PA      | $130.45       | 0.00%             | 2024-02-14      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949916.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22446 | PA      | $22257.12     | 0.00%             | 2027-04-14      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188072484.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7016 | PA      | $6824.79      | 0.00%             | 2027-04-08      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5749206.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1948 | PA      | $1884.62      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295430.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12455 | PA      | $12288.13     | 0.00%             | 2026-12-21      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157020689.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19742 | PA      | $18815.73     | 0.00%             | 2024-10-05      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5783939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1371 | PA      | $1137.76      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094894.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1247 | PA      | $1231.88      | 0.00%             | 2026-11-22      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949815.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10568 | PA      | $10474.86     | 0.00%             | 2027-04-14      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5903410.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4858 | PA      | $4551.76      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12357846.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10823 | PA      | $10944.62     | 0.00%             | 2026-03-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146822604.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2776 | PA      | $2769.79      | 0.00%             | 2024-01-25      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614897.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3047 | PA      | $3020.32      | 0.00%             | 2027-02-11      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5848518.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2368 | PA      | $1882.59      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6353899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      55452 | PA      | $51402.32     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        123 | PA      | $125.02       | 0.00%             | 2025-02-16      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14921360.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12903 | PA      | $13092.39     | 0.00%             | 2026-07-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6053522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5757 | PA      | $5527.29      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614302.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8533 | PA      | $5063.34      | 0.00%             | 2027-02-11      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429553.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8824 | PA      | $8762.53      | 0.00%             | 2027-06-14      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16078255.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24392 | PA      | $24758.34     | 0.00%             | 2026-08-26      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047237.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5644 | PA      | $5599.89      | 0.00%             | 2026-11-15      | Fixed         | 9.32%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4728 | PA      | $4536.05      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614986.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4331 | PA      | $4289.20      | 0.00%             | 2027-02-11      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4095538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3487 | PA      | $162.07       | 0.00%             | 2032-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255283.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3138 | PA      | $2969.01      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2868 | PA      | $2720.12      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6004423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1157 | PA      | $1120.05      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296049.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4250 | PA      | $4198.83      | 0.00%             | 2026-12-21      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2602032.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4812 | PA      | $4765.29      | 0.00%             | 2027-02-10      | Fixed         | 31.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997595.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1829 | PA      | $1737.19      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5933003.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1957 | PA      | $1859.74      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096755.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12769 | PA      | $12141.89     | 0.00%             | 2026-11-22      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2077 | PA      | $2002.81      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5956858.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3823 | PA      | $3579.31      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146037087.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3820 | PA      | $3744.84      | 0.00%             | 2024-01-10      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299062.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3845 | PA      | $3794.09      | 0.00%             | 2026-12-22      | Fixed         | 18.65%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-08640096.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25211 | PA      | $25597.72     | 0.00%             | 2027-06-21      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188664382.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9676 | PA      | $9659.53      | 0.00%             | 2025-04-22      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6351239.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33628 | PA      | $31242.39     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6163704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1933 | PA      | $1836.17      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047358.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4264 | PA      | $4239.06      | 0.00%             | 2026-11-15      | Fixed         | 21.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14304559.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5741 | PA      | $5813.79      | 0.00%             | 2024-06-20      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6277528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      59764 | PA      | $55701.08     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5956562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4857 | PA      | $4707.34      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5729911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        232 | PA      | $213.41       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11927887.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10881 | PA      | $11044.74     | 0.00%             | 2027-02-22      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403CZ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39598 | PA      | $40471.70     | 0.00%             | 2035-09-01      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2439024.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41604 | PA      | $41291.02     | 0.00%             | 2027-01-18      | Fixed         | 9.19%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991817728.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        183 | PA      | $190.51       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157513361.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11563 | PA      | $11210.21     | 0.00%             | 2024-08-26      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15805332.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23207 | PA      | $23454.75     | 0.00%             | 2027-08-14      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5998014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3023 | PA      | $2858.99      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5729059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1756 | PA      | $1698.01      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5324902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         93 | PA      | $86.79        | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5957607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        665 | PA      | $641.49       | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 158052058.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5190 | PA      | $4962.71      | 0.00%             | 2024-11-18      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6294021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     102481 | PA      | $94990.95     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4872677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3803 | PA      | $1255.12      | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605323.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        740 | PA      | $731.62       | 0.00%             | 2025-02-10      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5628531.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2727 | PA      | $2203.54      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188352447.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8895 | PA      | $8859.16      | 0.00%             | 2027-04-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5598446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        607 | PA      | $271.40       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9464 | PA      | $9034.90      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16811535.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37249 | PA      | $37187.97     | 0.00%             | 2026-08-03      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13787332.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23004 | PA      | $23394.56     | 0.00%             | 2027-06-27      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434345.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7830 | PA      | $7768.63      | 0.00%             | 2027-01-14      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31409A5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        357 | PA      | $351.33       | 0.00%             | 2036-03-01      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4627946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4603 | PA      | $1551.16      | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096286.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2892 | PA      | $440.94       | 0.00%             | 2026-11-22      | Fixed         | 30.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5675870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1055 | PA      | $1034.57      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2617952.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1123 | PA      | $165.02       | 0.00%             | 2027-02-14      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293030.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2522 | PA      | $2502.75      | 0.00%             | 2027-10-21      | Fixed         | 8.80%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5371 | PA      | $4959.57      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410GHC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        858 | PA      | $846.74       | 0.00%             | 2035-09-01      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                       | American Express Credit Account Master Trust, Series 2022-3, Class A               | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   18235000 | PA      | $17968134.42  | 0.69%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426893.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1354 | PA      | $1341.75      | 0.00%             | 2027-06-13      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616181.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5613 | PA      | $5555.13      | 0.00%             | 2027-02-14      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2422250.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2745 | PA      | $2726.86      | 0.00%             | 2027-01-13      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296216.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2436 | PA      | $2416.61      | 0.00%             | 2024-12-21      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991734925.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          2 | PA      | $1.98         | 0.00%             | 2025-02-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048157.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2076 | PA      | $2048.50      | 0.00%             | 2024-11-15      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295730.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        641 | PA      | $631.43       | 0.00%             | 2026-12-21      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4079838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6825 | PA      | $337.62       | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5972346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7475 | PA      | $6715.14      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951574.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2644 | PA      | $768.13       | 0.00%             | 2025-04-14      | Fixed         | 27.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        609 | PA      | $572.27       | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2258 | PA      | $2328.43      | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616245.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17541 | PA      | $17303.28     | 0.00%             | 2027-02-14      | Fixed         | 18.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6261747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10548 | PA      | $9789.31      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298159.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2587 | PA      | $2577.19      | 0.00%             | 2026-12-22      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5644232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1312 | PA      | $1277.81      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5671837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1558 | PA      | $1282.45      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2601501.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4310 | PA      | $4239.80      | 0.00%             | 2027-02-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5540876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1799 | PA      | $1668.81      | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298451.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9902 | PA      | $9815.23      | 0.00%             | 2026-12-22      | Fixed         | 10.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1372 | PA      | $1258.65      | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6260233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33153 | PA      | $31056.04     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604520.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        845 | PA      | $832.60       | 0.00%             | 2027-02-10      | Fixed         | 21.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4955556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1374 | PA      | $222.55       | 0.00%             | 2023-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14309929.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3219 | PA      | $3187.39      | 0.00%             | 2025-06-20      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14176728.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15828 | PA      | $15930.38     | 0.00%             | 2025-06-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606747.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8847 | PA      | $8762.21      | 0.00%             | 2027-02-10      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434046.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8198 | PA      | $8128.62      | 0.00%             | 2027-01-14      | Fixed         | 17.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1889076.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2426 | PA      | $2405.63      | 0.00%             | 2024-10-20      | Fixed         | 30.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437454.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1779 | PA      | $1766.49      | 0.00%             | 2027-01-18      | Fixed         | 24.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5652169.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5865 | PA      | $5118.66      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5729015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        401 | PA      | $393.09       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11941579.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17212 | PA      | $17369.58     | 0.00%             | 2027-02-22      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991787407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        373 | PA      | $245.08       | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17112981.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15396 | PA      | $15569.37     | 0.00%             | 2026-08-03      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6036798.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9736 | PA      | $8136.23      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6053874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10089 | PA      | $9601.02      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410F3M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        176 | PA      | $172.64       | 0.00%             | 2037-04-01      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5938050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5520 | PA      | $4111.37      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979225.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5335 | PA      | $5053.98      | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5912351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        872 | PA      | $831.65       | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048349.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6416 | PA      | $6315.03      | 0.00%             | 2026-11-15      | Fixed         | 19.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6352903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4163 | PA      | $3839.06      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31377CP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6776 | PA      | $6774.33      | 0.00%             | 2026-02-01      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6135471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10942 | PA      | $10409.55     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1524 | PA      | $1510.52      | 0.00%             | 2027-02-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         62 | PA      | $63.27        | 0.00%             | 2024-02-13      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5984944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2875 | PA      | $2723.90      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14353491.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11149 | PA      | $11150.43     | 0.00%             | 2027-06-26      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425791.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2732 | PA      | $2710.49      | 0.00%             | 2027-01-13      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048206.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        900 | PA      | $845.38       | 0.00%             | 2026-11-15      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4938018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        141 | PA      | $107.36       | 0.00%             | 2023-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6043503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6264 | PA      | $5831.52      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14083608.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11380 | PA      | $11168.32     | 0.00%             | 2027-06-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610708.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2512 | PA      | $2474.25      | 0.00%             | 2025-02-11      | Fixed         | 31.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991758319.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1275 | PA      | $1301.16      | 0.00%             | 2025-02-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6219730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18306 | PA      | $17528.26     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8113 | PA      | $7654.90      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2618649.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10132 | PA      | $10011.64     | 0.00%             | 2027-07-14      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614342.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3766 | PA      | $268.92       | 0.00%             | 2027-02-11      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610259.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5213 | PA      | $5184.50      | 0.00%             | 2027-02-11      | Fixed         | 6.78%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949910.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8854 | PA      | $8741.60      | 0.00%             | 2027-04-14      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5964009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        405 | PA      | $384.71       | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5584721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2612 | PA      | $2397.75      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616510.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4028 | PA      | $3959.91      | 0.00%             | 2027-02-14      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429739.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2371 | PA      | $2351.67      | 0.00%             | 2027-01-14      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296838.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9676 | PA      | $9621.64      | 0.00%             | 2026-12-22      | Fixed         | 5.56%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991827030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         68 | PA      | $69.46        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438484.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8225 | PA      | $8176.83      | 0.00%             | 2027-01-18      | Fixed         | 5.73%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750045.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9272 | PA      | $8810.30      | 0.00%             | 2027-04-06      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614995.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        322 | PA      | $316.11       | 0.00%             | 2027-02-11      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6043719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8487 | PA      | $8082.52      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6039261.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2578 | PA      | $2474.45      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5906795.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11075 | PA      | $10567.50     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611253.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8800 | PA      | $8682.27      | 0.00%             | 2027-02-11      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14190918.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8079 | PA      | $8119.70      | 0.00%             | 2027-06-06      | Fixed         | 9.59%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951399.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10278 | PA      | $10135.57     | 0.00%             | 2027-09-14      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095845.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3664 | PA      | $3650.33      | 0.00%             | 2024-11-22      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5450582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2215 | PA      | $2163.44      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296355.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9222 | PA      | $673.27       | 0.00%             | 2026-12-22      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5026993.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8758 | PA      | $4860.05      | 0.00%             | 2023-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6253322.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19635 | PA      | $18523.63     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1680820.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9478 | PA      | $9437.16      | 0.00%             | 2026-09-15      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        326 | PA      | $331.35       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6241486.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1835 | PA      | $1524.69      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11878337.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10839 | PA      | $10998.33     | 0.00%             | 2027-02-21      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608510.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1790 | PA      | $1774.27      | 0.00%             | 2027-02-10      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5867005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6946 | PA      | $5812.70      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227879.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7352 | PA      | $7027.63      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5878236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2115 | PA      | $1875.57      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4120 | PA      | $3880.39      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6164486.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12979 | PA      | $12333.48     | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5833923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3357 | PA      | $3225.99      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5567156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2445 | PA      | $2393.00      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 154396924.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14770 | PA      | $1396.05      | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15726434.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11100 | PA      | $1297.26      | 0.00%             | 2027-09-21      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4632 | PA      | $4392.12      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436629.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        872 | PA      | $863.81       | 0.00%             | 2025-06-18      | Fixed         | 13.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5394107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        593 | PA      | $389.76       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1744412.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11748 | PA      | $11100.92     | 0.00%             | 2027-04-07      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095646.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1301 | PA      | $1224.91      | 0.00%             | 2026-11-22      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282806.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8432 | PA      | $7861.28      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991828159.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        143 | PA      | $20.82        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243528.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18306 | PA      | $17480.81     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15529270.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6943 | PA      | $6975.76      | 0.00%             | 2026-08-15      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15493477.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17341 | PA      | $17644.48     | 0.00%             | 2026-08-20      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047779.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17396 | PA      | $17255.74     | 0.00%             | 2027-04-15      | Fixed         | 8.03%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8441 | PA      | $7740.54      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950575.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2511 | PA      | $2490.33      | 0.00%             | 2027-04-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6163573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3500 | PA      | $3253.36      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6288309.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10666 | PA      | $9912.18      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6355353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13645 | PA      | $12568.76     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6125604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4000 | PA      | $3774.17      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        510 | PA      | $493.27       | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057537.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7847 | PA      | $7948.74      | 0.00%             | 2024-06-20      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6361391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4019 | PA      | $3699.97      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        866 | PA      | $778.50       | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1884335.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11867 | PA      | $11784.41     | 0.00%             | 2027-03-20      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689444.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10183 | PA      | $9839.50      | 0.00%             | 2024-12-21      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146570696.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5516 | PA      | $4337.17      | 0.00%             | 2024-01-23      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094159.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7971 | PA      | $7874.16      | 0.00%             | 2026-11-22      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432104.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1456 | PA      | $871.72       | 0.00%             | 2027-01-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        189 | PA      | $197.06       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5924109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1677 | PA      | $1619.40      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5764990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1335 | PA      | $1311.69      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429660.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        716 | PA      | $709.82       | 0.00%             | 2025-01-14      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435930.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        732 | PA      | $726.06       | 0.00%             | 2027-01-18      | Fixed         | 10.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        100 | PA      | $69.67        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5961882.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1978 | PA      | $1903.56      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 187548960.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17060 | PA      | $15882.82     | 0.00%             | 2027-04-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6225623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1668 | PA      | $1556.39      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1646915.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12488 | PA      | $12028.93     | 0.00%             | 2026-10-29      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1660267.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22838 | PA      | $21759.91     | 0.00%             | 2026-11-24      | Fixed         | 14.00%                | 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      | $-3230.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616342.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1793 | PA      | $1777.18      | 0.00%             | 2027-02-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13485109.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10995 | PA      | $11015.76     | 0.00%             | 2027-05-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4812 | PA      | $4577.97      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4795042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        284 | PA      | $104.08       | 0.00%             | 2023-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616450.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8919 | PA      | $8798.56      | 0.00%             | 2027-02-14      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1695730.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5867 | PA      | $5621.29      | 0.00%             | 2025-01-14      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31411UL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2543 | PA      | $2506.93      | 0.00%             | 2037-04-01      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423910.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6859 | PA      | $6772.54      | 0.00%             | 2027-01-13      | Fixed         | 15.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6133845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9803 | PA      | $9434.09      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5771987.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47150 | PA      | $43891.92     | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6236408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1905 | PA      | $1723.61      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6242045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36479 | PA      | $34546.52     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4839904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        116 | PA      | $98.43        | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049034.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5359 | PA      | $5292.04      | 0.00%             | 2026-11-15      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2601951.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5821 | PA      | $5780.11      | 0.00%             | 2029-07-10      | Fixed         | 26.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1714497.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5749 | PA      | $5690.08      | 0.00%             | 2024-09-15      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5843755.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6959 | PA      | $6228.69      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1717926.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2969 | PA      | $2949.78      | 0.00%             | 2024-09-15      | Fixed         | 11.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6321539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8335 | PA      | $7759.73      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15752749.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9686 | PA      | $1035.87      | 0.00%             | 2025-08-15      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        135 | PA      | $140.49       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1720297.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4552 | PA      | $4394.92      | 0.00%             | 2025-02-23      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31391SSW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3965 | PA      | $3890.75      | 0.00%             | 2032-12-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14200239.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35604 | PA      | $36039.10     | 0.00%             | 2027-06-06      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425940.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16102 | PA      | $16009.83     | 0.00%             | 2027-01-13      | Fixed         | 5.96%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299447.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1747 | PA      | $1739.20      | 0.00%             | 2026-12-22      | Fixed         | 24.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610223.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2894 | PA      | $2863.17      | 0.00%             | 2027-07-11      | Fixed         | 30.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948732.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47436 | PA      | $7026.67      | 0.00%             | 2027-04-14      | Fixed         | 26.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613010.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3778 | PA      | $-58.22       | -0.00%            | 2027-02-11      | Fixed         | 31.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1918 | PA      | $1943.59      | 0.00%             | 2025-02-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6062383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12530 | PA      | $11986.17     | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        249 | PA      | $57.84        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5757610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2241 | PA      | $2192.31      | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4617878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        480 | PA      | $329.63       | 0.00%             | 2023-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049144.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2931 | PA      | $832.48       | 0.00%             | 2024-11-15      | Fixed         | 20.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16072062.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5780 | PA      | $5749.63      | 0.00%             | 2025-08-26      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165229.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        732 | PA      | $704.87       | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5902235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4269 | PA      | $4070.09      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5914920.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3064 | PA      | $2946.34      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3573904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2469 | PA      | $27.59        | 0.00%             | 2023-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31400FEQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13157 | PA      | $13024.91     | 0.00%             | 2033-07-01      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812504.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          2 | PA      | $2.13         | 0.00%             | 2025-02-15      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 23114330.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        101 | PA      | $7.83         | 0.00%             | 2027-09-27      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2775 | PA      | $2123.55      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1690636.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7209 | PA      | $6936.56      | 0.00%             | 2025-01-07      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 3138XP2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51812 | PA      | $50800.02     | 0.00%             | 2044-02-01      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823651.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         35 | PA      | $5.37         | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855896.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        123 | PA      | $119.96       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299789.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1313 | PA      | $1307.65      | 0.00%             | 2026-12-22      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 165108708.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16683 | PA      | $15781.54     | 0.00%             | 2025-10-15      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5317165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        655 | PA      | $635.18       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426742.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        791 | PA      | $478.26       | 0.00%             | 2025-01-13      | Fixed         | 27.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6276535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2945 | PA      | $2694.03      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048218.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24630 | PA      | $24438.40     | 0.00%             | 2026-11-15      | Fixed         | 10.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235374.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16287 | PA      | $15476.76     | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293989.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2621 | PA      | $2605.26      | 0.00%             | 2026-12-21      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157493.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19219 | PA      | $17006.06     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6005453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7408 | PA      | $7167.77      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5928123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11899 | PA      | $11494.63     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617640.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12764 | PA      | $12623.19     | 0.00%             | 2027-02-14      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5852595.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2937 | PA      | $2740.85      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615261.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2142 | PA      | $2115.69      | 0.00%             | 2027-02-11      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6301188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3326 | PA      | $3059.64      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16045778.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9898 | PA      | $9925.48      | 0.00%             | 2027-07-13      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951639.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5809 | PA      | $-120.32      | -0.00%            | 2027-04-14      | Fixed         | 34.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437428.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3496 | PA      | $3469.29      | 0.00%             | 2027-01-18      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430872.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2892 | PA      | $2876.57      | 0.00%             | 2027-01-14      | Fixed         | 6.87%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13628761.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17522 | PA      | $17698.40     | 0.00%             | 2027-09-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997484.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2694 | PA      | $2309.21      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991810702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1146 | PA      | $1163.44      | 0.00%             | 2025-02-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3210332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4369 | PA      | $8.58         | 0.00%             | 2023-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438645.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2885 | PA      | $2866.47      | 0.00%             | 2027-01-18      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5830227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        520 | PA      | $352.40       | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147770.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4083 | PA      | $3743.00      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5313809.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1783 | PA      | $1712.09      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6000271.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        802 | PA      | $759.87       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2859 | PA      | $2793.77      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5952776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8643 | PA      | $7550.75      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14297747.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8908 | PA      | $8914.45      | 0.00%             | 2026-06-12      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5216229.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3291 | PA      | $2606.22      | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5565348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8568 | PA      | $4446.82      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2439219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1643 | PA      | $120.48       | 0.00%             | 2025-01-18      | Fixed         | 6.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6995 | PA      | $6721.37      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1702164.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1469 | PA      | $1414.27      | 0.00%             | 2025-01-14      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991989114.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.34         | 0.00%             | 2023-03-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298689.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14765 | PA      | $14599.71     | 0.00%             | 2026-12-22      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6007604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7162 | PA      | $6725.65      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604242.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4738 | PA      | $4657.01      | 0.00%             | 2027-07-10      | Fixed         | 21.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603419.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5194 | PA      | $2828.24      | 0.00%             | 2025-02-10      | Fixed         | 6.97%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5838132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        794 | PA      | $596.54       | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6038073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29605 | PA      | $27590.48     | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812058.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        163 | PA      | $168.39       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991769361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        850 | PA      | $856.51       | 0.00%             | 2025-02-12      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094110.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        679 | PA      | $676.98       | 0.00%             | 2024-11-22      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1503 | PA      | $1388.50      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6310752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        800 | PA      | $739.54       | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5242288.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5027 | PA      | $4863.67      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4967772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7951 | PA      | $2515.11      | 0.00%             | 2023-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435458.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4425 | PA      | $4395.61      | 0.00%             | 2027-01-14      | Fixed         | 28.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5975852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5914 | PA      | $5726.10      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1181 | PA      | $1228.58      | 0.00%             | 2025-02-15      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610192.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8576 | PA      | $8480.24      | 0.00%             | 2025-02-11      | Fixed         | 7.76%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808486.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        245 | PA      | $249.90       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5554476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4616 | PA      | $3370.15      | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6002262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1583 | PA      | $1549.30      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6266043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        677 | PA      | $629.67       | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cia Securitizadora de Creditos Financeiros Vert-Fintech                            | Cia Securitizadora de Creditos Financeiros Vert-Fintech, Series 12                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |    8489727 | PA      | $985761.87    | 0.04%             | 2024-02-14      | Floating      | 14.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6169587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6879 | PA      | $5233.72      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5715827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        350 | PA      | $327.97       | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5583646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1488 | PA      | $1451.31      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188186124.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6362 | PA      | $6020.80      | 0.00%             | 2027-04-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 167583337.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2014 | PA      | $2012.77      | 0.00%             | 2033-03-02      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1694575.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17737 | PA      | $17078.42     | 0.00%             | 2027-01-13      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6315031.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11257 | PA      | $10550.08     | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6043406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1213 | PA      | $1163.83      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319194.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2566 | PA      | $2396.45      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-42, Class PT | CUSIP: 21055YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     189766 | PA      | $178858.18    | 0.01%             | 2044-11-15      | Variable      | 17.00%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5653069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5935 | PA      | $5811.18      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6193866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44968 | PA      | $42636.62     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11939491.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13258 | PA      | $13285.47     | 0.00%             | 2027-01-08      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11938966.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1554 | PA      | $503.04       | 0.00%             | 2027-01-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950220.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1839 | PA      | $1823.27      | 0.00%             | 2027-04-14      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299353.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6550 | PA      | $59.81        | 0.00%             | 2027-05-22      | Fixed         | 18.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991773058.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        224 | PA      | $228.70       | 0.00%             | 2025-02-14      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4401878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        784 | PA      | $96.36        | 0.00%             | 2033-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         58 | PA      | $4.46         | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                                  | Wells Fargo & Co.                                                                  | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9685470.83   | 0.37%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd.                                   | American Airlines Inc/AAdvantage Loyalty IP Ltd.                                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1275897.87   | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12032886.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9364 | PA      | $9395.50      | 0.00%             | 2027-03-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293386.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6937 | PA      | $6894.80      | 0.00%             | 2026-12-21      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5992164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        770 | PA      | $754.40       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2433698.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        697 | PA      | $690.34       | 0.00%             | 2025-01-14      | Fixed         | 9.22%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613560.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2828 | PA      | $68.81        | 0.00%             | 2027-02-11      | Fixed         | 23.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5985756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14269 | PA      | $10766.79     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5893433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1768 | PA      | $1676.54      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430498.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        974 | PA      | $967.77       | 0.00%             | 2027-01-14      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14689124.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16785 | PA      | $17056.86     | 0.00%             | 2026-07-17      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5813279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2311 | PA      | $2137.28      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991873354.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         73 | PA      | $74.40        | 0.00%             | 2025-02-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5974110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        828 | PA      | $696.76       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        887 | PA      | $845.12       | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5836547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1819 | PA      | $1687.73      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5104638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        769 | PA      | $734.04       | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13965578.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9494 | PA      | $3087.07      | 0.00%             | 2027-06-05      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950839.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23362 | PA      | $13067.59     | 0.00%             | 2027-04-14      | Fixed         | 24.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6228852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        549 | PA      | $508.64       | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5160593.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15855 | PA      | $5732.01      | 0.00%             | 2023-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14179808.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25554 | PA      | $25523.14     | 0.00%             | 2027-05-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616546.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8697 | PA      | $8610.47      | 0.00%             | 2025-02-14      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14938376.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13754 | PA      | $13983.53     | 0.00%             | 2027-07-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435800.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2549 | PA      | $2524.20      | 0.00%             | 2027-01-18      | Fixed         | 13.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5642591.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        207 | PA      | $203.49       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402QX48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8317 | PA      | $8347.28      | 0.00%             | 2035-01-01      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693289.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8610 | PA      | $6985.09      | 0.00%             | 2027-01-21      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5091773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1488 | PA      | $1216.47      | 0.00%             | 2023-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5977610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6290 | PA      | $5994.86      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4619556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1562 | PA      | $540.87       | 0.00%             | 2023-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434391.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8805 | PA      | $8705.01      | 0.00%             | 2025-01-14      | Fixed         | 10.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5756655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7382 | PA      | $7072.75      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SK Hynix, Inc.                                                                     | SK Hynix, Inc.                                                                     | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    9900000 | PA      | $8730790.20   | 0.34%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11926207.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12932 | PA      | $13067.64     | 0.00%             | 2027-02-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047866.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4711 | PA      | $4653.35      | 0.00%             | 2026-11-15      | Fixed         | 23.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6265932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4555 | PA      | $4228.92      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096872.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5874 | PA      | $5803.13      | 0.00%             | 2024-11-22      | Fixed         | 28.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6195042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3993 | PA      | $3785.81      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5581687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1096 | PA      | $842.86       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1161 | PA      | $1113.74      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-26, Class PT | CUSIP: 21055TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     232543 | PA      | $220180.35    | 0.01%             | 2044-08-15      | Variable      | 17.31%                | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                 | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2691926.16   | 0.10%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 151545441.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3604 | PA      | $3544.81      | 0.00%             | 2024-05-10      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 149315507.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5889 | PA      | $5761.99      | 0.00%             | 2024-03-26      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-10482527.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15126 | PA      | $15297.09     | 0.00%             | 2025-10-26      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5774049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5077 | PA      | $4918.50      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15038181.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9277 | PA      | $9058.33      | 0.00%             | 2025-06-01      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608211.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25945 | PA      | $25687.86     | 0.00%             | 2027-02-10      | Fixed         | 14.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319900.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2769 | PA      | $2545.07      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950882.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1209 | PA      | $1198.99      | 0.00%             | 2027-04-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6162499.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1437 | PA      | $1345.28      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6195533.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        829 | PA      | $611.60       | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12674078.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28946 | PA      | $29279.24     | 0.00%             | 2027-08-28      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991828091.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         25 | PA      | $25.27        | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14987484.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8700 | PA      | $8755.71      | 0.00%             | 2025-05-22      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385PHJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        337 | PA      | $331.58       | 0.00%             | 2025-04-01      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6191394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2190 | PA      | $1882.64      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435241.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6733 | PA      | $6678.61      | 0.00%             | 2027-01-14      | Fixed         | 21.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6352137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9953 | PA      | $9255.91      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689350.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3572 | PA      | $3426.54      | 0.00%             | 2025-01-14      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 187514926.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7227 | PA      | $7149.70      | 0.00%             | 2027-04-11      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Octagon 56 Ltd.                                                                    | Octagon 56 Ltd., Series 2021-1A, Class A                                           | CUSIP: 67577EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $14785526.13  | 0.57%             | 2034-10-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4770 | PA      | $4496.34      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1120 | PA      | $1032.46      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3436486.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        376 | PA      | $4.33         | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991829905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         40 | PA      | $41.07        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435514.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8839 | PA      | $8784.13      | 0.00%             | 2027-01-14      | Fixed         | 24.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5149113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        106 | PA      | $104.36       | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4905226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        924 | PA      | $176.44       | 0.00%             | 2023-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434928.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4276 | PA      | $4238.45      | 0.00%             | 2027-01-14      | Fixed         | 15.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5716269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        179 | PA      | $159.31       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3234758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        637 | PA      | $2.37         | 0.00%             | 2023-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2292945.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2346 | PA      | $2227.66      | 0.00%             | 2026-12-21      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616218.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1183 | PA      | $1172.83      | 0.00%             | 2027-02-14      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                          | OBX Trust, Series 2018-1, Class A2                                                 | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     862579 | PA      | $828036.84    | 0.03%             | 2057-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6131860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8698 | PA      | $8308.18      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                    | CHL Mortgage Pass-Through Trust, Series 2004-11, Class 2A1                         | CUSIP: 12669FA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     586114 | PA      | $546944.97    | 0.02%             | 2034-07-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1647314.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10198 | PA      | $9938.29      | 0.00%             | 2024-10-29      | Fixed         | 20.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295776.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1285 | PA      | $1269.86      | 0.00%             | 2026-12-21      | Fixed         | 19.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5775185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9163 | PA      | $8506.85      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6163558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1396 | PA      | $1033.27      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6145586.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11939 | PA      | $10533.76     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 163582275.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11178 | PA      | $9657.95      | 0.00%             | 2025-02-28      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613396.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1915 | PA      | $1888.47      | 0.00%             | 2027-02-11      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6258697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1549 | PA      | $1278.25      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6253833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39277 | PA      | $37146.60     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4879426.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16133 | PA      | $13760.83     | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6035208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        512 | PA      | $476.10       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6344025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33284 | PA      | $30649.95     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5595402.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1453 | PA      | $1187.83      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        202 | PA      | $43.33        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4142060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1222 | PA      | $60.09        | 0.00%             | 2032-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6025908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      51147 | PA      | $49030.81     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5575033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1924 | PA      | $1413.37      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5930245.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2651 | PA      | $2551.35      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 166217551.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14935 | PA      | $14045.32     | 0.00%             | 2025-02-07      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        732 | PA      | $667.76       | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6215215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      80945 | PA      | $76589.54     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2286362.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5536 | PA      | $5499.80      | 0.00%             | 2024-12-22      | Fixed         | 19.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5948585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22466 | PA      | $20874.95     | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5294935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13051 | PA      | $9729.01      | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5922749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6437 | PA      | $6218.39      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5737829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2797 | PA      | $2471.91      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                     | FHLMC STACR Debt Notes, Series 2014-DN2, Class M3                                  | CUSIP: 3137G0AY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.02         | 0.00%             | 2024-04-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5874911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6014 | PA      | $4658.80      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037303.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22992 | PA      | $21856.02     | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148529602.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3282 | PA      | $3189.59      | 0.00%             | 2024-04-01      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155931876.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8344 | PA      | $8223.81      | 0.00%             | 2024-07-26      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6007217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4672 | PA      | $4542.25      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Equinor ASA                                                                        | Equinor ASA                                                                        | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    5400000 | PA      | $5013490.19   | 0.19%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5817819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        899 | PA      | $867.40       | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5963872.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        484 | PA      | $461.17       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6004445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      54804 | PA      | $45229.34     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5965640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7891 | PA      | $7390.78      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6274141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9819 | PA      | $9100.76      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410F4H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16808 | PA      | $16565.56     | 0.00%             | 2037-03-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298922.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2814 | PA      | $201.09       | 0.00%             | 2026-12-22      | Fixed         | 26.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6196554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9613 | PA      | $8833.27      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5864418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15209 | PA      | $14284.72     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294220.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5023 | PA      | $4977.51      | 0.00%             | 2026-12-21      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4877302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        624 | PA      | $281.52       | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1321 | PA      | $1213.70      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011214.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4213 | PA      | $4048.20      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6277501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1872 | PA      | $1722.68      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        738 | PA      | $762.59       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12355 | PA      | $12252.60     | 0.00%             | 2026-11-15      | Fixed         | 7.92%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171381.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28741 | PA      | $27435.79     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5984312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1801 | PA      | $1737.96      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15870402.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9164 | PA      | $9303.71      | 0.00%             | 2024-08-28      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5985004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        468 | PA      | $428.51       | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17193229.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14134 | PA      | $14367.07     | 0.00%             | 2027-09-22      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1906 | PA      | $1578.76      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31391VCB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27934 | PA      | $27380.33     | 0.00%             | 2032-08-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6027446.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1428 | PA      | $1266.02      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617283.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5022 | PA      | $4978.55      | 0.00%             | 2027-02-14      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296458.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7663 | PA      | $7632.70      | 0.00%             | 2026-12-22      | Fixed         | 30.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6236427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10682 | PA      | $10147.04     | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438751.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5265 | PA      | $5230.53      | 0.00%             | 2027-01-18      | Fixed         | 22.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1714525.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39460 | PA      | $39089.89     | 0.00%             | 2026-09-15      | Fixed         | 12.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5703159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        560 | PA      | $511.35       | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6234555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1954 | PA      | $1850.05      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951494.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2453 | PA      | $2412.50      | 0.00%             | 2025-04-14      | Fixed         | 23.09%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31409VJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43465 | PA      | $43081.91     | 0.00%             | 2036-07-01      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 154093566.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19079 | PA      | $0.00         | 0.00%             | 2025-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4465207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3432 | PA      | $700.47       | 0.00%             | 2033-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31405WAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14146 | PA      | $13980.44     | 0.00%             | 2034-06-01      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146154250.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3948 | PA      | $3942.79      | 0.00%             | 2024-01-30      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        868 | PA      | $826.24       | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094789.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17204 | PA      | $17152.33     | 0.00%             | 2026-11-22      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614552.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4843 | PA      | $4797.18      | 0.00%             | 2027-02-11      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11798575.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15577 | PA      | $15607.34     | 0.00%             | 2025-02-18      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6205355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21249 | PA      | $20252.99     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609196.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5331 | PA      | $5241.12      | 0.00%             | 2027-02-10      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA Connecticut Avenue Securities, Series 2015-C03, Class 1M2                     | CUSIP: 30711XBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    2879274 | PA      | $3011849.80   | 0.12%             | 2025-07-25      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432300.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        572 | PA      | $565.01       | 0.00%             | 2027-01-14      | Fixed         | 15.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16681815.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24012 | PA      | $24395.12     | 0.00%             | 2026-09-16      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5247166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        786 | PA      | $650.00       | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5702722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         59 | PA      | $56.49        | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5889226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1095 | PA      | $1059.32      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206931.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1841 | PA      | $1693.93      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5957636.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2861 | PA      | $2712.71      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 166931707.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1384 | PA      | $1358.47      | 0.00%             | 2033-02-19      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15727191.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19935 | PA      | $20072.26     | 0.00%             | 2026-08-07      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4630473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        336 | PA      | $239.78       | 0.00%             | 2023-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15723564.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7716 | PA      | $7735.12      | 0.00%             | 2027-09-21      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5171412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        995 | PA      | $978.65       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048500.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20726 | PA      | $20519.58     | 0.00%             | 2026-11-15      | Fixed         | 14.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6207402.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18802 | PA      | $17816.69     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991810935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        215 | PA      | $225.32       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Commercial Mortgage Trust                                                          | Commercial Mortgage Trust, Series 2015-3BP, Class A                                | CUSIP: 12592TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $562990.44    | 0.02%             | 2035-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15039073.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8523 | PA      | $8385.62      | 0.00%             | 2025-06-05      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991955469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        729 | PA      | $738.41       | 0.00%             | 2025-02-14      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1716991.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21585 | PA      | $20584.30     | 0.00%             | 2027-02-17      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613825.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2166 | PA      | $2128.81      | 0.00%             | 2027-02-11      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096975.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22743 | PA      | $1649.53      | 0.00%             | 2026-11-22      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951415.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27375 | PA      | $27124.74     | 0.00%             | 2027-04-14      | Fixed         | 22.76%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12286984.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4164 | PA      | $4207.33      | 0.00%             | 2024-01-24      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31404SLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11718 | PA      | $11878.81     | 0.00%             | 2034-06-01      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6162901.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3605 | PA      | $3424.96      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6015967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7549 | PA      | $7220.35      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 167810019.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1021 | PA      | $1022.46      | 0.00%             | 2023-03-12      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15453063.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11362 | PA      | $11224.91     | 0.00%             | 2027-08-01      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6310212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12724 | PA      | $11691.62     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14728435.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11924 | PA      | $12126.68     | 0.00%             | 2027-07-22      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5731120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4945 | PA      | $4834.06      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15872822.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11570 | PA      | $11659.52     | 0.00%             | 2026-08-15      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6225760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      51812 | PA      | $49172.35     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5318924.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        594 | PA      | $450.59       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425927.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42055 | PA      | $41641.42     | 0.00%             | 2027-01-13      | Fixed         | 10.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        153 | PA      | $159.64       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155883207.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4879 | PA      | $4817.37      | 0.00%             | 2024-07-25      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6015922.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2918 | PA      | $2322.65      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429367.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12310 | PA      | $12239.85     | 0.00%             | 2027-01-14      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2422890.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3103 | PA      | $3081.07      | 0.00%             | 2027-06-13      | Fixed         | 23.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2602588.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7176 | PA      | $7101.96      | 0.00%             | 2025-02-10      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819265.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        114 | PA      | $116.67       | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6056014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32655 | PA      | $30818.18     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5608942.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3657 | PA      | $3555.01      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5991893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2741 | PA      | $2645.27      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of Nova Scotia (The)                                                          | Bank of Nova Scotia (The)                                                          | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6560358.84   | 0.25%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606577.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4350 | PA      | $4306.51      | 0.00%             | 2025-02-10      | Fixed         | 9.95%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614223.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3378 | PA      | $3341.87      | 0.00%             | 2025-02-11      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2008 | PA      | $1935.94      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1745288.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1586 | PA      | $1515.98      | 0.00%             | 2025-04-08      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614922.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9525 | PA      | $9430.07      | 0.00%             | 2027-02-11      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1720995.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3076 | PA      | $2981.86      | 0.00%             | 2025-02-15      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6307908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5492 | PA      | $5132.50      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24925862.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         22 | PA      | $3.78         | 0.00%             | 2027-12-10      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15307313.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15141 | PA      | $15132.19     | 0.00%             | 2027-08-12      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6234915.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6328 | PA      | $6083.33      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298480.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4486 | PA      | $113.51       | 0.00%             | 2026-12-22      | Fixed         | 20.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991794402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         32 | PA      | $32.01        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614159.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2476 | PA      | $710.29       | 0.00%             | 2027-07-11      | Fixed         | 29.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5588829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15708 | PA      | $11814.31     | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991959965.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6251321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16453 | PA      | $15538.12     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951449.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26709 | PA      | $26486.48     | 0.00%             | 2027-04-14      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949364.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1913 | PA      | $1904.53      | 0.00%             | 2027-04-14      | Fixed         | 6.36%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5700598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2521 | PA      | $2455.83      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689323.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2670 | PA      | $2583.13      | 0.00%             | 2027-01-14      | Fixed         | 26.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4518461.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2733 | PA      | $460.75       | 0.00%             | 2023-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1701024.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10727 | PA      | $10281.11     | 0.00%             | 2025-01-12      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438087.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39355 | PA      | $39063.63     | 0.00%             | 2027-01-18      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 155293915.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8686 | PA      | $8362.30      | 0.00%             | 2024-09-16      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6160013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8039 | PA      | $7660.28      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        655 | PA      | $610.96       | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5924128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3689 | PA      | $3584.77      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5143 | PA      | $4067.08      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299210.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        760 | PA      | $754.57       | 0.00%             | 2024-12-22      | Fixed         | 16.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295512.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9450 | PA      | $9342.44      | 0.00%             | 2026-12-22      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295874.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5922 | PA      | $5877.93      | 0.00%             | 2026-12-21      | Fixed         | 7.93%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886564.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2829 | PA      | $2804.97      | 0.00%             | 2026-10-20      | Fixed         | 13.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5776412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3707 | PA      | $3588.38      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7858 | PA      | $7466.33      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle US CLO Ltd.                                                                | Carlyle US CLO Ltd., Series 2021-6A, Class A1                                      | CUSIP: 143133AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7750000 | PA      | $7677037.90   | 0.30%             | 2034-07-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5172784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6176 | PA      | $2363.02      | 0.00%             | 2023-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6225147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9026 | PA      | $8547.03      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057386.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8996 | PA      | $8377.45      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951327.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5233 | PA      | $364.68       | 0.00%             | 2027-04-14      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         43 | PA      | $43.56        | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431137.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4489 | PA      | $4462.68      | 0.00%             | 2027-01-14      | Fixed         | 29.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815439.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         71 | PA      | $72.89        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5995642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3990 | PA      | $3785.77      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14175358.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7069 | PA      | $7046.33      | 0.00%             | 2027-07-19      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6026398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2515 | PA      | $2034.44      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1654675.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9847 | PA      | $2315.44      | 0.00%             | 2024-11-05      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6234577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24052 | PA      | $22769.59     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4549725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3736 | PA      | $2233.25      | 0.00%             | 2023-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14324970.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13071 | PA      | $13008.97     | 0.00%             | 2027-06-12      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5989761.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        203 | PA      | $198.68       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5872668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23711 | PA      | $22996.62     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines Pass-Through Trust                                                 | United Airlines Pass-Through Trust, Series 2020-1, Class B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     325575 | PA      | $317587.31    | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4517 | PA      | $3680.48      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Holland Park CLO DAC                                                               | Holland Park CLO DAC, Series 1A, Class A1RR                                        | CUSIP: N/A<br>LEI: 549300DH041IB658HY57       | Long             | ABS-CBDO         | CORP              | IE        |   15000000 | PA      | $15913508.95  | 0.62%             | 2032-11-14      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296544.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4197 | PA      | $4162.49      | 0.00%             | 2026-12-22      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436263.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4429 | PA      | $4160.12      | 0.00%             | 2025-06-18      | Fixed         | 29.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991827782.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        194 | PA      | $13.63        | 0.00%             | 2025-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437597.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1104 | PA      | $324.88       | 0.00%             | 2027-01-18      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4645543.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        882 | PA      | $539.65       | 0.00%             | 2023-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436150.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3156 | PA      | $3128.53      | 0.00%             | 2025-01-18      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297195.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22183 | PA      | $22009.57     | 0.00%             | 2026-12-22      | Fixed         | 18.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6064114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5315 | PA      | $5098.56      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294550.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4724 | PA      | $341.42       | 0.00%             | 2026-12-21      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 151324492.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7459 | PA      | $7226.84      | 0.00%             | 2024-12-20      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5110450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4298 | PA      | $1789.15      | 0.00%             | 2023-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8161 | PA      | $7635.20      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6043659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1326 | PA      | $1242.10      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12415944.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22075 | PA      | $22403.83     | 0.00%             | 2027-03-08      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438233.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42566 | PA      | $42156.11     | 0.00%             | 2027-01-18      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6196276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1152 | PA      | $1102.13      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16728029.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7539 | PA      | $7534.03      | 0.00%             | 2026-09-09      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 164610022.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4333 | PA      | $3295.91      | 0.00%             | 2033-01-17      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11749955.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13185 | PA      | $13150.52     | 0.00%             | 2027-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6266463.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15526 | PA      | $14577.02     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11694772.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11681 | PA      | $11776.82     | 0.00%             | 2025-02-03      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6245296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      80101 | PA      | $76479.29     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14187476.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24309 | PA      | $24242.53     | 0.00%             | 2027-05-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6151254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      50013 | PA      | $46625.09     | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5539687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        233 | PA      | $228.78       | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6141331.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3877 | PA      | $3684.05      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243803.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2074 | PA      | $1924.27      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991813801.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         47 | PA      | $47.51        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385WZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7642 | PA      | $7753.41      | 0.00%             | 2040-04-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5298348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         87 | PA      | $85.11        | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609598.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13066 | PA      | $12884.76     | 0.00%             | 2027-02-10      | Fixed         | 16.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991837382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        331 | PA      | $345.78       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434057.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2700 | PA      | $1609.64      | 0.00%             | 2027-01-14      | Fixed         | 27.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16331 | PA      | $15151.26     | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6002753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3206 | PA      | $3096.76      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298829.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5598 | PA      | $5530.56      | 0.00%             | 2026-12-22      | Fixed         | 22.17%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 166121622.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        845 | PA      | $843.57       | 0.00%             | 2033-02-04      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4874185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1050 | PA      | $677.85       | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5619674.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        721 | PA      | $707.44       | 0.00%             | 2024-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14058557.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9806 | PA      | $9794.54      | 0.00%             | 2027-07-19      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612663.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3094 | PA      | $3068.56      | 0.00%             | 2027-02-11      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608678.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3852 | PA      | $3813.38      | 0.00%             | 2027-02-10      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5027172.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        522 | PA      | $464.50       | 0.00%             | 2023-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1745708.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2653 | PA      | $2562.13      | 0.00%             | 2027-04-11      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27229 | PA      | $24419.25     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14859116.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19403 | PA      | $2093.51      | 0.00%             | 2027-07-20      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5853867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10034 | PA      | $6784.37      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16901085.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17310 | PA      | $17442.94     | 0.00%             | 2027-09-17      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6225427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12336 | PA      | $11314.37     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5829933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5151 | PA      | $4941.84      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429653.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5689 | PA      | $5651.86      | 0.00%             | 2027-01-14      | Fixed         | 21.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5866049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5449 | PA      | $5272.45      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294336.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4003 | PA      | $3983.34      | 0.00%             | 2026-12-21      | Fixed         | 25.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         73 | PA      | $74.49        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5804809.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2840 | PA      | $2739.06      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6179370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3660 | PA      | $3471.35      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12412062.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23553 | PA      | $23739.77     | 0.00%             | 2027-03-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433980.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3499 | PA      | $3447.98      | 0.00%             | 2027-01-14      | Fixed         | 21.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5877698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8369 | PA      | $8027.54      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         79 | PA      | $79.13        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14172523.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10238 | PA      | $10091.34     | 0.00%             | 2027-05-05      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6172103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9886 | PA      | $9451.44      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        276 | PA      | $280.30       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 143646902.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4707 | PA      | $4639.09      | 0.00%             | 2024-03-16      | Fixed         | 13.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5882979.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10974 | PA      | $9198.42      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3432767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1841 | PA      | $11.66        | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808536.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        249 | PA      | $249.19       | 0.00%             | 2025-02-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6209217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      50250 | PA      | $47648.02     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716811.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        989 | PA      | $938.64       | 0.00%             | 2024-09-15      | Fixed         | 16.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5856081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2192 | PA      | $2069.94      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814443.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        269 | PA      | $281.92       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5872504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1620 | PA      | $1554.63      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3849333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8085 | PA      | $184.06       | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5965714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14639 | PA      | $13992.36     | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11949 | PA      | $11383.38     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6039316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        615 | PA      | $595.12       | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299568.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8883 | PA      | $8360.95      | 0.00%             | 2025-05-22      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843509.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         68 | PA      | $58.68        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991860520.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1125 | PA      | $1146.46      | 0.00%             | 2025-02-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426634.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6929 | PA      | $503.47       | 0.00%             | 2027-01-13      | Fixed         | 19.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 168305153.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11501 | PA      | $10982.75     | 0.00%             | 2025-03-20      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15702332.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9446 | PA      | $9576.20      | 0.00%             | 2027-08-15      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148849654.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7246 | PA      | $652.51       | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5943221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1987 | PA      | $1942.76      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4532062.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4655 | PA      | $1145.51      | 0.00%             | 2023-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4519611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12933 | PA      | $2195.34      | 0.00%             | 2023-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949702.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11819 | PA      | $228.22       | 0.00%             | 2027-04-14      | Fixed         | 22.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991832221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        176 | PA      | $179.43       | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1755447.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17576 | PA      | $16820.15     | 0.00%             | 2025-04-11      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951153.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2767 | PA      | $2743.77      | 0.00%             | 2027-04-14      | Fixed         | 25.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435303.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5901 | PA      | $5826.08      | 0.00%             | 2025-01-14      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435248.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4817 | PA      | $4785.95      | 0.00%             | 2027-01-14      | Fixed         | 31.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         92 | PA      | $92.61        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991817664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        138 | PA      | $141.34       | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4880109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14696 | PA      | $5592.58      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        313 | PA      | $327.23       | 0.00%             | 2025-02-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095193.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5752 | PA      | $5701.13      | 0.00%             | 2026-11-22      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5083204.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8694 | PA      | $4089.74      | 0.00%             | 2023-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716175.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8205 | PA      | $8091.61      | 0.00%             | 2026-09-15      | Fixed         | 19.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293724.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3388 | PA      | $3217.61      | 0.00%             | 2026-12-21      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        731 | PA      | $685.78       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5571841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2790 | PA      | $2735.64      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991834564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1874 | PA      | $1930.75      | 0.00%             | 2025-02-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299999.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1766 | PA      | $1760.18      | 0.00%             | 2026-12-22      | Fixed         | 30.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2609816.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13507 | PA      | $13389.72     | 0.00%             | 2027-02-11      | Fixed         | 27.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604735.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16334 | PA      | $16059.69     | 0.00%             | 2027-02-10      | Fixed         | 22.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715732.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11925 | PA      | $11341.73     | 0.00%             | 2026-09-15      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6013361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19984 | PA      | $19165.60     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14371743.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17856 | PA      | $18089.11     | 0.00%             | 2026-08-05      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 166250533.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5261 | PA      | $5023.35      | 0.00%             | 2025-02-15      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617103.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6575 | PA      | $6467.45      | 0.00%             | 2027-02-14      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| CSMC Trust                                                                         | CSMC Trust, Series 2014-IVR3, Class A1                                             | CUSIP: 12648TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350387 | PA      | $323272.27    | 0.01%             | 2044-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                       | BX Commercial Mortgage Trust, Series 2021-VOLT, Class A                            | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5430000 | PA      | $5298733.55   | 0.20%             | 2036-09-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2034466.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2411 | PA      | $2396.84      | 0.00%             | 2026-11-15      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604730.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7037 | PA      | $6969.49      | 0.00%             | 2027-02-10      | Fixed         | 31.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5910566.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7437 | PA      | $6771.92      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991900726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        323 | PA      | $328.46       | 0.00%             | 2025-02-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6215164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7853 | PA      | $7098.70      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5827253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16475 | PA      | $13922.61     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17029315.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29880 | PA      | $30386.30     | 0.00%             | 2027-09-19      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6262558.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7739 | PA      | $7149.00      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949627.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1395 | PA      | $1383.53      | 0.00%             | 2027-04-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949894.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3446 | PA      | $3418.23      | 0.00%             | 2027-04-14      | Fixed         | 31.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5753426.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1358 | PA      | $1324.72      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15715162.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13978 | PA      | $14051.79     | 0.00%             | 2025-08-14      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13848567.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7759 | PA      | $7612.89      | 0.00%             | 2025-06-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951595.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5650 | PA      | $5597.85      | 0.00%             | 2027-04-14      | Fixed         | 10.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5294520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        143 | PA      | $136.41       | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5566189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        775 | PA      | $756.82       | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750528.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4035 | PA      | $3853.60      | 0.00%             | 2025-04-07      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617800.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4591 | PA      | $4544.49      | 0.00%             | 2027-02-14      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         34 | PA      | $34.85        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047629.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1279 | PA      | $1259.94      | 0.00%             | 2026-11-15      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4314 | PA      | $4287.99      | 0.00%             | 2026-12-21      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        304 | PA      | $305.43       | 0.00%             | 2024-02-16      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429892.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1680 | PA      | $1669.63      | 0.00%             | 2027-01-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188277503.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9127 | PA      | $8897.65      | 0.00%             | 2027-04-14      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5832308.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22485 | PA      | $17116.72     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5651368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        967 | PA      | $829.97       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6017519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        939 | PA      | $881.88       | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5780829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        613 | PA      | $598.01       | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5954049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1089 | PA      | $909.44       | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294642.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4980 | PA      | $4933.90      | 0.00%             | 2026-12-21      | Fixed         | 11.72%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                      | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-7, Class PT  | CUSIP: 21056VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     338570 | PA      | $317375.03    | 0.01%             | 2045-04-17      | Variable      | 15.07%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716875.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2575 | PA      | $2566.08      | 0.00%             | 2026-09-15      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300339.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        701 | PA      | $695.33       | 0.00%             | 2024-12-22      | Fixed         | 18.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188321790.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        290 | PA      | $287.06       | 0.00%             | 2027-04-14      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8186 | PA      | $7869.24      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6194703.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1146 | PA      | $1096.19      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436422.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5828 | PA      | $5767.96      | 0.00%             | 2025-01-18      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5156338.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3932 | PA      | $2129.53      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857809.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         83 | PA      | $60.84        | 0.00%             | 2025-02-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4345972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3655 | PA      | $406.13       | 0.00%             | 2032-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293969.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11706 | PA      | $11117.36     | 0.00%             | 2026-12-21      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6163820.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5888 | PA      | $5582.97      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6120972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2232 | PA      | $2090.95      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6228263.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8596 | PA      | $8110.49      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750540.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5056 | PA      | $4927.88      | 0.00%             | 2027-04-07      | Fixed         | 12.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11021819.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21635 | PA      | $21648.33     | 0.00%             | 2026-12-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686639.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4508 | PA      | $180.58       | 0.00%             | 2026-12-16      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5786 | PA      | $5391.60      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6059420.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10298 | PA      | $9908.43      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4383604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2916 | PA      | $357.10       | 0.00%             | 2032-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5641349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1084 | PA      | $579.32       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1888130.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1135 | PA      | $1131.29      | 0.00%             | 2026-10-20      | Fixed         | 31.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6238554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10438 | PA      | $9719.85      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6162742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11462 | PA      | $10732.32     | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6009911.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14333 | PA      | $13455.56     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6357432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29236 | PA      | $27156.08     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31411VDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29915 | PA      | $29721.45     | 0.00%             | 2037-06-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5790063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        417 | PA      | $335.66       | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991833350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1455 | PA      | $1473.48      | 0.00%             | 2025-02-12      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299056.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5019 | PA      | $4995.08      | 0.00%             | 2026-12-22      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5044115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1135 | PA      | $361.53       | 0.00%             | 2023-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057607.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17108 | PA      | $17320.52     | 0.00%             | 2026-04-30      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950816.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1328 | PA      | $1314.62      | 0.00%             | 2025-04-14      | Fixed         | 11.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5732152.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6404 | PA      | $6225.67      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19585 | PA      | $18716.71     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991839928.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        733 | PA      | $761.89       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886674.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4101 | PA      | $4088.99      | 0.00%             | 2026-10-20      | Fixed         | 31.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826312.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        759 | PA      | $760.61       | 0.00%             | 2025-02-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5329650.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1906 | PA      | $1185.81      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5823975.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3249 | PA      | $3057.91      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1174 | PA      | $1119.79      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094197.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1565 | PA      | $241.41       | 0.00%             | 2024-11-22      | Fixed         | 24.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4981810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2406 | PA      | $614.56       | 0.00%             | 2023-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6204357.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37442 | PA      | $33225.76     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1610 | PA      | $1038.02      | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14046117.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14619 | PA      | $14836.40     | 0.00%             | 2027-06-17      | Fixed         | 9.59%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2609818.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1548 | PA      | $1531.37      | 0.00%             | 2027-02-11      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5721603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1775 | PA      | $1561.55      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5750624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1725 | PA      | $1691.51      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991851293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          6 | PA      | $-0.15        | -0.00%            | 2027-11-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5802181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1213 | PA      | $1188.17      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5862598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4300 | PA      | $4149.45      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296913.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8830 | PA      | $8754.17      | 0.00%             | 2026-12-22      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298048.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9657 | PA      | $9090.64      | 0.00%             | 2024-12-22      | Fixed         | 7.04%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6285816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     102726 | PA      | $95833.03     | 0.00%             | 2024-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430189.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5627 | PA      | $5587.28      | 0.00%             | 2027-01-14      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6145148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7033 | PA      | $6637.54      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17244225.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19656 | PA      | $19921.69     | 0.00%             | 2027-09-09      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13701227.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8152 | PA      | $933.47       | 0.00%             | 2027-06-28      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 153895344.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13495 | PA      | $12967.49     | 0.00%             | 2024-12-20      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3953 | PA      | $3755.38      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5992140.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1208 | PA      | $962.28       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5061192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1297 | PA      | $838.15       | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991863444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        371 | PA      | $376.38       | 0.00%             | 2025-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991789128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1125 | PA      | $1140.49      | 0.00%             | 2025-02-15      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6257098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1378 | PA      | $1325.74      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607608.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1233 | PA      | $87.72        | 0.00%             | 2027-02-10      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1688978.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2114 | PA      | $2038.50      | 0.00%             | 2025-01-13      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 165130966.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2619 | PA      | $2563.03      | 0.00%             | 2025-01-21      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432124.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40975 | PA      | $40740.48     | 0.00%             | 2027-01-14      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5577701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        200 | PA      | $196.60       | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991787589.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        185 | PA      | $185.38       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5821321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2947 | PA      | $2883.85      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14058368.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18910 | PA      | $19024.34     | 0.00%             | 2025-05-01      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6200609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1804 | PA      | $1394.23      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5730320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9709 | PA      | $9459.32      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886617.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9053 | PA      | $9004.55      | 0.00%             | 2028-10-20      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991824199.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        179 | PA      | $12.69        | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14867189.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13240 | PA      | $13351.12     | 0.00%             | 2025-07-26      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1714101.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1596 | PA      | $-40.01       | -0.00%            | 2026-09-15      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2300548.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3514 | PA      | $3469.98      | 0.00%             | 2026-12-22      | Fixed         | 26.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991833216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        458 | PA      | $31.79        | 0.00%             | 2025-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426907.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37385 | PA      | $37100.13     | 0.00%             | 2027-01-13      | Fixed         | 29.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435220.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2747 | PA      | $2728.63      | 0.00%             | 2027-01-14      | Fixed         | 30.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429021.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5326 | PA      | $5288.26      | 0.00%             | 2027-01-14      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3365 | PA      | $3111.43      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431859.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3749 | PA      | $3695.13      | 0.00%             | 2025-01-14      | Fixed         | 24.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        210 | PA      | $156.65       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4925548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21456 | PA      | $9471.90      | 0.00%             | 2023-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432337.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11458 | PA      | $11321.26     | 0.00%             | 2027-01-14      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4867138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14105 | PA      | $10072.55     | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2605016.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13276 | PA      | $957.44       | 0.00%             | 2027-02-10      | Fixed         | 14.07%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145263254.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3102 | PA      | $3043.09      | 0.00%             | 2023-12-21      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294199.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2121 | PA      | $2093.83      | 0.00%             | 2024-12-21      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15037668.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9989 | PA      | $9962.76      | 0.00%             | 2027-08-23      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435585.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1126 | PA      | $1114.43      | 0.00%             | 2027-01-18      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406YCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1793 | PA      | $1784.06      | 0.00%             | 2035-07-01      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428287.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5340 | PA      | $5306.01      | 0.00%             | 2027-01-13      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436825.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36765 | PA      | $36491.77     | 0.00%             | 2027-01-18      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434119.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1233 | PA      | $1225.61      | 0.00%             | 2027-01-14      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5977232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2491 | PA      | $2428.21      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15763190.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23969 | PA      | $23807.14     | 0.00%             | 2027-08-08      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991841269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        125 | PA      | $18.19        | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        373 | PA      | $380.24       | 0.00%             | 2025-02-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19462 | PA      | $18007.81     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607521.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1386 | PA      | $1370.82      | 0.00%             | 2025-02-10      | Fixed         | 11.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5746774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        967 | PA      | $810.14       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3692 | PA      | $3659.80      | 0.00%             | 2027-04-14      | Fixed         | 27.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426951.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4857 | PA      | $4825.11      | 0.00%             | 2027-01-13      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5854151.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6452 | PA      | $6242.00      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188054646.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11318 | PA      | $1354.81      | 0.00%             | 2027-04-11      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991851569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         51 | PA      | $15.90        | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5449131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1313 | PA      | $1286.29      | 0.00%             | 2023-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4880571.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14651 | PA      | $5884.41      | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5610113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2428 | PA      | $2381.13      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3612313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3994 | PA      | $30.50        | 0.00%             | 2023-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14221223.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44278 | PA      | $44389.52     | 0.00%             | 2027-06-20      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5750540.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1366 | PA      | $1326.02      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048113.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3664 | PA      | $3614.91      | 0.00%             | 2026-11-15      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5774450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        669 | PA      | $656.88       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5629602.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        453 | PA      | $409.59       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689353.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3992 | PA      | $988.36       | 0.00%             | 2027-01-14      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6163740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7094 | PA      | $6760.03      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016618.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1705 | PA      | $1473.53      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 25584542.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1140 | PA      | $87.48        | 0.00%             | 2027-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611559.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3156 | PA      | $3125.63      | 0.00%             | 2027-02-11      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 152550358.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5413 | PA      | $5271.57      | 0.00%             | 2024-06-24      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807781.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         53 | PA      | $53.63        | 0.00%             | 2025-02-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 161573592.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9298 | PA      | $8952.28      | 0.00%             | 2024-11-07      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1359 | PA      | $1302.93      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951691.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4424 | PA      | $4366.15      | 0.00%             | 2025-04-14      | Fixed         | 20.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844428.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        406 | PA      | $264.71       | 0.00%             | 2025-02-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5281083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        589 | PA      | $458.38       | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16599721.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17885 | PA      | $18169.26     | 0.00%             | 2027-09-19      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838202.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         12 | PA      | $11.79        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2609091.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4339 | PA      | $4292.53      | 0.00%             | 2027-02-10      | Fixed         | 23.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5675355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7454 | PA      | $6919.25      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437491.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1329 | PA      | $1315.77      | 0.00%             | 2025-01-18      | Fixed         | 10.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14058272.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22595 | PA      | $22895.24     | 0.00%             | 2025-06-19      | Fixed         | 12.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11703512.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9085 | PA      | $990.99       | 0.00%             | 2026-12-19      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612020.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        735 | PA      | $723.80       | 0.00%             | 2027-02-11      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616653.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3070 | PA      | $1824.26      | 0.00%             | 2027-02-14      | Fixed         | 26.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5889310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        250 | PA      | $243.87       | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991827070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         31 | PA      | $31.09        | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6315790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15954 | PA      | $14952.59     | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6122300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5505 | PA      | $5233.97      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1744490.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7837 | PA      | $7565.98      | 0.00%             | 2025-04-07      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406DJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15491 | PA      | $15853.80     | 0.00%             | 2034-11-01      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6192084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        837 | PA      | $645.05       | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5816833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11443 | PA      | $11108.28     | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434787.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2439 | PA      | $2420.96      | 0.00%             | 2027-01-14      | Fixed         | 9.78%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429755.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13018 | PA      | $12931.40     | 0.00%             | 2027-01-14      | Fixed         | 19.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        481 | PA      | $498.11       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434228.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3128 | PA      | $913.65       | 0.00%             | 2027-01-14      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4991412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1244 | PA      | $737.41       | 0.00%             | 2023-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5950233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12924 | PA      | $11665.61     | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5627452.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6411 | PA      | $5823.90      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014648.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7533 | PA      | $7032.59      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6107220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4254 | PA      | $4045.05      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802654.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        186 | PA      | $191.09       | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237052.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2350 | PA      | $2215.56      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844003.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        363 | PA      | $378.75       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6195067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35385 | PA      | $33479.85     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2424326.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8860 | PA      | $8800.13      | 0.00%             | 2027-01-13      | Fixed         | 27.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5901096.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19961 | PA      | $14421.12     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        171 | PA      | $178.13       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 158302406.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10818 | PA      | $10651.19     | 0.00%             | 2024-09-25      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5888961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7508 | PA      | $7055.46      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2609019.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4869 | PA      | $4822.83      | 0.00%             | 2027-02-10      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5289566.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6797 | PA      | $6635.62      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14166988.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8228 | PA      | $8300.69      | 0.00%             | 2025-06-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14058114.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16693 | PA      | $16910.66     | 0.00%             | 2026-06-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991846608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          7 | PA      | $0.43         | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6228503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17745 | PA      | $16744.86     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.38         | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8518 | PA      | $7985.59      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951306.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        512 | PA      | $506.17       | 0.00%             | 2027-04-14      | Fixed         | 20.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17331723.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26552 | PA      | $26868.61     | 0.00%             | 2026-09-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991920721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        105 | PA      | $108.11       | 0.00%             | 2024-02-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611316.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17726 | PA      | $17570.60     | 0.00%             | 2027-02-11      | Fixed         | 21.54%                | No            |                  3 | On Loan: No      |
| Bank of New York Mellon (The)                                                      | Bank of New York Mellon (The)                                                      | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7960258.20   | 0.31%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1695334.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9405 | PA      | $8960.46      | 0.00%             | 2027-01-14      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094908.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46270 | PA      | $45965.31     | 0.00%             | 2027-04-22      | Fixed         | 29.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991832074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        111 | PA      | $115.95       | 0.00%             | 2025-02-13      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1657969.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20164 | PA      | $19431.88     | 0.00%             | 2024-11-08      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6045158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1324 | PA      | $1004.05      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        152 | PA      | $155.24       | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6059151.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4798 | PA      | $4463.09      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6122611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7457 | PA      | $6763.07      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6272223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1966 | PA      | $1803.51      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6036964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15222 | PA      | $14032.00     | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15025145.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8847 | PA      | $1231.67      | 0.00%             | 2025-07-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423092.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6941 | PA      | $6884.58      | 0.00%             | 2025-01-13      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         10 | PA      | $10.05        | 0.00%             | 2028-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5788511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3728 | PA      | $3620.66      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GA Global Funding Trust                                                            | GA Global Funding Trust                                                            | CUSIP: 36143L2J3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $10897982.39  | 0.42%             | 2025-04-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1749733.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4727 | PA      | $4514.79      | 0.00%             | 2025-04-06      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                        | Providence St Joseph Health Obligated Group, Series H                              | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14249.75     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293250.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1758 | PA      | $1747.24      | 0.00%             | 2026-12-21      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 163380405.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        423 | PA      | $417.71       | 0.00%             | 2033-02-28      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5735293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3373 | PA      | $3068.19      | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302602.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5643 | PA      | $5217.90      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5973733.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8420 | PA      | $8057.11      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12412441.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34429 | PA      | $34924.56     | 0.00%             | 2027-03-22      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5628595.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        203 | PA      | $186.63       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4548999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4823 | PA      | $1107.93      | 0.00%             | 2023-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5821573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1346 | PA      | $451.63       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12384050.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23672 | PA      | $23986.28     | 0.00%             | 2027-03-17      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991834798.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         63 | PA      | $8.84         | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5981019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        120 | PA      | $117.81       | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5734591.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4589 | PA      | $4474.23      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432010.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26366 | PA      | $26162.03     | 0.00%             | 2027-01-14      | Fixed         | 22.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5912406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26353 | PA      | $25442.07     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31413ESG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12429 | PA      | $12325.45     | 0.00%             | 2037-06-01      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5131522.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1833 | PA      | $1183.75      | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298568.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6726 | PA      | $6698.04      | 0.00%             | 2026-12-22      | Fixed         | 28.54%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1715572.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13290 | PA      | $12826.97     | 0.00%             | 2027-02-15      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424270.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4287 | PA      | $4233.18      | 0.00%             | 2027-01-13      | Fixed         | 15.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171229.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2201 | PA      | $2089.74      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5328822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3030 | PA      | $1641.82      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299060.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        662 | PA      | $655.66       | 0.00%             | 2024-12-22      | Fixed         | 6.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6058820.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6252 | PA      | $5983.52      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2424580.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18578 | PA      | $18452.26     | 0.00%             | 2027-06-13      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17433516.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23714 | PA      | $23735.95     | 0.00%             | 2027-09-12      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                           | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4218000 | PA      | $4168827.86   | 0.16%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6164110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4449 | PA      | $4195.52      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5629304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1799 | PA      | $1755.21      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615183.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10302 | PA      | $10199.87     | 0.00%             | 2027-02-11      | Fixed         | 12.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047067.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20317 | PA      | $20048.32     | 0.00%             | 2027-09-15      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15589148.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9554 | PA      | $9706.39      | 0.00%             | 2026-08-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951887.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1180 | PA      | $1168.16      | 0.00%             | 2025-04-14      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5701495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5765 | PA      | $5151.15      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5658415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6165 | PA      | $6004.60      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6185658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1086 | PA      | $975.38       | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14988815.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6793 | PA      | $6724.54      | 0.00%             | 2026-06-10      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6108713.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        587 | PA      | $548.30       | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991828550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        463 | PA      | $331.94       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         64 | PA      | $65.21        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610814.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6867 | PA      | $479.23       | 0.00%             | 2027-02-11      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6209054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12563 | PA      | $11775.34     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298532.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1594 | PA      | $1574.11      | 0.00%             | 2025-05-22      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13827996.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17464 | PA      | $17684.56     | 0.00%             | 2027-05-21      | Fixed         | 13.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5667327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22164 | PA      | $14973.86     | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4080547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1952 | PA      | $75.14        | 0.00%             | 2032-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6182768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28279 | PA      | $26924.37     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5922314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4139 | PA      | $3909.29      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 163046946.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9488 | PA      | $9123.16      | 0.00%             | 2024-12-16      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1714684.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12947 | PA      | $12481.46     | 0.00%             | 2027-02-15      | Fixed         | 14.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5887862.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7362 | PA      | $7185.22      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5921351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1831 | PA      | $1710.11      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                           | U.S. Treasury Notes                                                                | CUSIP: 912828VS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80000000 | PA      | $79027076.00  | 3.06%             | 2023-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2424610.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8191 | PA      | $8107.64      | 0.00%             | 2027-06-13      | Fixed         | 24.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5995614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5843 | PA      | $5544.19      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14887461.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20477 | PA      | $20483.04     | 0.00%             | 2025-07-06      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423451.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        899 | PA      | $893.22       | 0.00%             | 2027-01-13      | Fixed         | 30.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951363.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11414 | PA      | $6807.22      | 0.00%             | 2027-04-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293821.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1465 | PA      | $1452.05      | 0.00%             | 2026-12-21      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6269919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        871 | PA      | $805.67       | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        169 | PA      | $169.25       | 0.00%             | 2025-02-16      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616093.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6425 | PA      | $6360.44      | 0.00%             | 2027-02-14      | Fixed         | 29.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949824.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1995 | PA      | $1970.37      | 0.00%             | 2027-04-14      | Fixed         | 20.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5654378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1108 | PA      | $1078.61      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5709256.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2984 | PA      | $2516.12      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255649.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1596 | PA      | $1476.52      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        707 | PA      | $705.08       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427221.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2889 | PA      | $2867.12      | 0.00%             | 2027-06-13      | Fixed         | 9.21%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4981564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        474 | PA      | $362.86       | 0.00%             | 2023-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693702.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15459 | PA      | $14732.77     | 0.00%             | 2027-01-12      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431106.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5098 | PA      | $356.25       | 0.00%             | 2027-01-14      | Fixed         | 30.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607843.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6680 | PA      | $6580.77      | 0.00%             | 2027-02-10      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057566.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3413 | PA      | $3260.32      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888979.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15036 | PA      | $14974.48     | 0.00%             | 2026-10-20      | Fixed         | 20.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14192027.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26719 | PA      | $27157.17     | 0.00%             | 2026-06-19      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6029827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        461 | PA      | $437.76       | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5919675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2060 | PA      | $1899.96      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2579723.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13389 | PA      | $13272.35     | 0.00%             | 2027-02-11      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                               | GNMA II                                                                            | CUSIP: 36202KZN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1699 | PA      | $1661.40      | 0.00%             | 2026-04-20      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15811836.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23565 | PA      | $23726.36     | 0.00%             | 2027-08-20      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6196628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8379 | PA      | $7548.18      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        205 | PA      | $209.93       | 0.00%             | 2024-02-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6259919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3994 | PA      | $3755.00      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Colorado Bridge Enterprise                                                         | Colorado Bridge Enterprise, Series 2021 B                                          | CUSIP: 19633SAZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13400000 | PA      | $12917981.90  | 0.50%             | 2023-12-31      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885184.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11620 | PA      | $11581.49     | 0.00%             | 2026-10-20      | Fixed         | 29.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4455128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2253 | PA      | $381.50       | 0.00%             | 2033-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155983239.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15012 | PA      | $14635.33     | 0.00%             | 2033-02-09      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188686293.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8124 | PA      | $8144.86      | 0.00%             | 2025-04-22      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        105 | PA      | $108.13       | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6258721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1961 | PA      | $1774.40      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-10229823.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8530 | PA      | $8604.86      | 0.00%             | 2026-10-26      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433406.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14938 | PA      | $1087.51      | 0.00%             | 2027-01-14      | Fixed         | 10.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4510936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4640 | PA      | $1610.05      | 0.00%             | 2023-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 155579797.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8817 | PA      | $8556.89      | 0.00%             | 2024-07-19      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4799463.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        444 | PA      | $298.44       | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         39 | PA      | $2.72         | 0.00%             | 2025-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2517 | PA      | $2341.71      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6063290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        402 | PA      | $386.50       | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14212766.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9291 | PA      | $9146.95      | 0.00%             | 2027-06-07      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5940400.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        847 | PA      | $820.90       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616333.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30227 | PA      | $29926.73     | 0.00%             | 2027-02-14      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6191151.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11118 | PA      | $10543.83     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5702814.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3429 | PA      | $3285.99      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                                                   | Deutsche Bank AG                                                                   | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7000000 | PA      | $6853191.03   | 0.27%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47736 | PA      | $44273.43     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611103.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4378 | PA      | $4318.47      | 0.00%             | 2027-02-11      | Fixed         | 17.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6125695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17212 | PA      | $16227.91     | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6163736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        659 | PA      | $586.17       | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 168045027.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7504 | PA      | $6813.56      | 0.00%             | 2025-03-15      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305901.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7017 | PA      | $6482.06      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5841300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2021 | PA      | $1803.46      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11752870.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10396 | PA      | $10515.65     | 0.00%             | 2027-02-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5598467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        172 | PA      | $166.80       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5758260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11705 | PA      | $11170.30     | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094263.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3402 | PA      | $3385.66      | 0.00%             | 2026-11-22      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991851215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         81 | PA      | $82.59        | 0.00%             | 2025-02-13      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6215213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        665 | PA      | $636.74       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5144732.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2684 | PA      | $886.75       | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Board of Governors of Colorado State University System                             | Board of Governors of Colorado State University System, Series 2015 E-2            | CUSIP: 196707TH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $105377.57    | 0.00%             | 2025-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6007285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2919 | PA      | $2467.54      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17098600.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10588 | PA      | $3351.25      | 0.00%             | 2024-09-14      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4554 | PA      | $4331.20      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13768424.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22468 | PA      | $22705.69     | 0.00%             | 2026-06-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991795872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        253 | PA      | $257.83       | 0.00%             | 2025-02-16      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951535.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18157 | PA      | $17925.72     | 0.00%             | 2027-04-14      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5962393.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3967 | PA      | $3685.20      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047227.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        951 | PA      | $945.85       | 0.00%             | 2024-11-15      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5584916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4238 | PA      | $2803.17      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428166.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10570 | PA      | $5879.93      | 0.00%             | 2027-01-14      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6007120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7276 | PA      | $6915.64      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31419DYC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24145 | PA      | $23861.58     | 0.00%             | 2040-08-01      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4352239.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        620 | PA      | $72.45        | 0.00%             | 2032-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1715533.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5656 | PA      | $0.00         | 0.00%             | 2027-02-28      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165705.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4357 | PA      | $4136.17      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802234.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3769 | PA      | $3838.40      | 0.00%             | 2025-02-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1885749.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2292 | PA      | $2287.43      | 0.00%             | 2024-10-20      | Fixed         | 20.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 151948521.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4536 | PA      | $4542.20      | 0.00%             | 2024-05-31      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950348.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15829 | PA      | $9447.10      | 0.00%             | 2027-04-14      | Fixed         | 22.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5848448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1451 | PA      | $1112.14      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14317227.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35148 | PA      | $35095.54     | 0.00%             | 2027-06-21      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1652072.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8157 | PA      | $7841.53      | 0.00%             | 2026-11-15      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1645544.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11303 | PA      | $10929.70     | 0.00%             | 2024-10-27      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046912.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2750 | PA      | $2729.68      | 0.00%             | 2026-11-15      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991889627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        179 | PA      | $180.95       | 0.00%             | 2025-02-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13851876.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22606 | PA      | $22664.70     | 0.00%             | 2027-05-21      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31413JZE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6042 | PA      | $5958.34      | 0.00%             | 2037-09-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991832349.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        142 | PA      | $146.46       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818026.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        152 | PA      | $156.06       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6290598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32341 | PA      | $30340.60     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6241717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3585 | PA      | $3385.00      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6017854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15065 | PA      | $13866.72     | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDI                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5100000 | PA      | $19935.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296031.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4027 | PA      | $1170.97      | 0.00%             | 2026-12-21      | Fixed         | 22.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991855065.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         17 | PA      | $16.85        | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094168.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1861 | PA      | $1845.06      | 0.00%             | 2024-11-22      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1714669.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11146 | PA      | $10745.24     | 0.00%             | 2027-02-15      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31379TDC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1275 | PA      | $1245.10      | 0.00%             | 2027-10-01      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951265.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17590 | PA      | $17377.65     | 0.00%             | 2027-04-14      | Fixed         | 22.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5918667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7937 | PA      | $7611.08      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991797926.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        219 | PA      | $222.36       | 0.00%             | 2025-02-16      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991910229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        438 | PA      | $447.16       | 0.00%             | 2025-02-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5501757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2794 | PA      | $2577.46      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5823793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3687 | PA      | $3577.36      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5345 | PA      | $5009.18      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5157032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1511 | PA      | $1106.71      | 0.00%             | 2023-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991790870.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         30 | PA      | $30.47        | 0.00%             | 2025-02-14      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 151548915.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3187 | PA      | $3126.81      | 0.00%             | 2024-05-10      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3612013.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3513 | PA      | $61.77        | 0.00%             | 2023-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951198.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4451 | PA      | $1302.62      | 0.00%             | 2027-04-14      | Fixed         | 31.12%                | 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      | $-953135.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5695606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1096 | PA      | $1018.84      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6154525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2773 | PA      | $2634.45      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $57.52        | 0.00%             | 2024-02-15      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11878157.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18657 | PA      | $18877.91     | 0.00%             | 2026-02-21      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6939 | PA      | $6684.03      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606538.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        909 | PA      | $901.57       | 0.00%             | 2027-02-11      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6154028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2570 | PA      | $2317.81      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5853092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3788 | PA      | $3454.54      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430671.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1819 | PA      | $1806.13      | 0.00%             | 2027-01-14      | Fixed         | 32.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6032594.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4377 | PA      | $4245.60      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6063137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1103 | PA      | $1026.92      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16827842.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22618 | PA      | $22896.74     | 0.00%             | 2027-08-03      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13744711.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7408 | PA      | $7335.18      | 0.00%             | 2027-04-15      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6141891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20484 | PA      | $17502.13     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15651111.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22890 | PA      | $22902.10     | 0.00%             | 2027-09-18      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6032090.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8454 | PA      | $8070.60      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         15 | PA      | $14.58        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5820735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6688 | PA      | $6436.58      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049419.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1072 | PA      | $1062.98      | 0.00%             | 2026-11-15      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611260.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18634 | PA      | $18372.58     | 0.00%             | 2027-02-11      | Fixed         | 17.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        192 | PA      | $200.53       | 0.00%             | 2025-02-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11767452.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11666 | PA      | $11733.69     | 0.00%             | 2025-03-08      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| BX Trust                                                                           | BX Trust, Series 2022-IND, Class A                                                 | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9111806 | PA      | $9065716.25   | 0.35%             | 2037-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5805272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8254 | PA      | $7879.22      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5941408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4857 | PA      | $3542.90      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13768656.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6591 | PA      | $6631.45      | 0.00%             | 2024-05-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5963371.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13665 | PA      | $13302.43     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6121153.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14237 | PA      | $12895.32     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31411HGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49659 | PA      | $49126.16     | 0.00%             | 2037-03-01      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5930081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1383 | PA      | $767.78       | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5564439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        242 | PA      | $238.15       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14077334.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26598 | PA      | $26962.17     | 0.00%             | 2027-06-20      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836999.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         84 | PA      | $86.01        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5588819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1563 | PA      | $676.20       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294095.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        821 | PA      | $813.56       | 0.00%             | 2024-12-21      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3433089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        396 | PA      | $4.42         | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 163604356.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12879 | PA      | $12397.27     | 0.00%             | 2024-12-20      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5897128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11336 | PA      | $11049.52     | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 141403690.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6529 | PA      | $6533.32      | 0.00%             | 2023-10-05      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429972.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1791 | PA      | $1780.54      | 0.00%             | 2027-01-14      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297696.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1394 | PA      | $1379.27      | 0.00%             | 2026-12-22      | Fixed         | 24.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         48 | PA      | $3.32         | 0.00%             | 2025-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830053.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         19 | PA      | $1.36         | 0.00%             | 2027-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2292994.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1969 | PA      | $1949.81      | 0.00%             | 2024-12-21      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6179723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17236 | PA      | $16347.28     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16899367.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7809 | PA      | $7834.10      | 0.00%             | 2025-08-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5473846.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2868 | PA      | $2813.23      | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5843365.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2570 | PA      | $2454.55      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296294.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1451 | PA      | $1429.60      | 0.00%             | 2026-12-21      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4989709.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9834 | PA      | $9420.08      | 0.00%             | 2023-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425948.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6238 | PA      | $6198.62      | 0.00%             | 2027-01-13      | Fixed         | 27.28%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31407B2L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13707 | PA      | $13600.90     | 0.00%             | 2035-07-01      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14066475.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24230 | PA      | $24386.48     | 0.00%             | 2027-06-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046375.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3176 | PA      | $2426.78      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950090.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1378 | PA      | $1357.23      | 0.00%             | 2027-04-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434437.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1800 | PA      | $1790.06      | 0.00%             | 2027-01-14      | Fixed         | 30.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5939909.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16163 | PA      | $14456.78     | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096245.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4321 | PA      | $4278.31      | 0.00%             | 2024-11-22      | Fixed         | 7.08%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2424349.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2796 | PA      | $2779.38      | 0.00%             | 2027-01-13      | Fixed         | 31.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1712773.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2958 | PA      | $2812.49      | 0.00%             | 2026-09-15      | Fixed         | 26.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14202174.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11737 | PA      | $11927.94     | 0.00%             | 2027-06-20      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803553.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        463 | PA      | $112.22       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5612415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        498 | PA      | $474.32       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5165261.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1153 | PA      | $1130.36      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1695016.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13416 | PA      | $12933.88     | 0.00%             | 2025-01-13      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5790370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12112 | PA      | $11748.49     | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6145356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1709 | PA      | $1614.00      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5739776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1196 | PA      | $1169.85      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4357 | PA      | $4181.55      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951454.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23939 | PA      | $3565.72      | 0.00%             | 2027-04-14      | Fixed         | 28.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048116.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        981 | PA      | $971.35       | 0.00%             | 2026-11-15      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5960072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1150 | PA      | $1091.59      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611548.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1271 | PA      | $1260.74      | 0.00%             | 2027-02-11      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4794467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        116 | PA      | $95.42        | 0.00%             | 2023-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5871009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1608 | PA      | $1567.93      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17104731.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17952 | PA      | $18249.67     | 0.00%             | 2027-09-21      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 187899660.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18614 | PA      | $18173.42     | 0.00%             | 2027-04-29      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 156010180.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6519 | PA      | $6416.55      | 0.00%             | 2024-07-26      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5991535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4018 | PA      | $3679.43      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6202946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1507 | PA      | $1377.41      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991854829.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1571 | PA      | $1632.31      | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5980004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15588 | PA      | $10862.32     | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5750339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1610 | PA      | $1571.22      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616155.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14559 | PA      | $8086.76      | 0.00%             | 2027-02-14      | Fixed         | 19.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11013 | PA      | $10422.86     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991847729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        120 | PA      | $9.12         | 0.00%             | 2024-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426394.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5191 | PA      | $2939.92      | 0.00%             | 2025-01-13      | Fixed         | 14.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      52508 | PA      | $50711.89     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991824942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         32 | PA      | $31.93        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17023882.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13468 | PA      | $13701.78     | 0.00%             | 2027-09-20      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2617614.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18278 | PA      | $18111.53     | 0.00%             | 2027-02-14      | Fixed         | 28.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5779612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3474 | PA      | $2865.30      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5573260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5814 | PA      | $5697.04      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1990 | PA      | $1835.96      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6058669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14109 | PA      | $13433.87     | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6195754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29660 | PA      | $28035.31     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5933634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3481 | PA      | $3336.18      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3572652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        758 | PA      | $10.97        | 0.00%             | 2023-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997527.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5348 | PA      | $5102.04      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6032640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4278 | PA      | $4063.93      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6287026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2172 | PA      | $2032.07      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608136.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3625 | PA      | $1001.72      | 0.00%             | 2027-02-10      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4654768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         43 | PA      | $32.88        | 0.00%             | 2023-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6162520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6142 | PA      | $5852.83      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14190473.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9243 | PA      | $9301.52      | 0.00%             | 2027-06-19      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2510 | PA      | $2417.56      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6291067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1859 | PA      | $1732.91      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2603079.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5857 | PA      | $1665.53      | 0.00%             | 2027-07-10      | Fixed         | 31.33%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15764379.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23140 | PA      | $23130.27     | 0.00%             | 2027-08-20      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5989592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22378 | PA      | $20340.03     | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5057829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1063 | PA      | $281.91       | 0.00%             | 2023-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16004136.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6165 | PA      | $6094.03      | 0.00%             | 2025-07-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046403.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5137 | PA      | $4909.48      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296095.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8670 | PA      | $8628.34      | 0.00%             | 2026-12-21      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5294371.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1007 | PA      | $623.34       | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708010.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8959 | PA      | $8636.95      | 0.00%             | 2027-02-15      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437152.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6845 | PA      | $6491.82      | 0.00%             | 2027-01-18      | Fixed         | 29.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950478.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2770 | PA      | $408.07       | 0.00%             | 2027-04-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4925184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2723 | PA      | $2058.62      | 0.00%             | 2023-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825651.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        730 | PA      | $750.42       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5978086.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13320 | PA      | $12681.38     | 0.00%             | 2024-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426733.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1302 | PA      | $92.94        | 0.00%             | 2025-01-13      | Fixed         | 25.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610193.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9413 | PA      | $9302.68      | 0.00%             | 2027-07-11      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014932.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1487 | PA      | $1429.91      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5818547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5481 | PA      | $5286.22      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2603891.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14558 | PA      | $8337.63      | 0.00%             | 2027-02-10      | Fixed         | 21.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437462.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44421 | PA      | $44134.69     | 0.00%             | 2027-01-18      | Fixed         | 26.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5108548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        289 | PA      | $283.08       | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        134 | PA      | $136.30       | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        272 | PA      | $180.82       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6135248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8703 | PA      | $7582.34      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5832832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3730 | PA      | $3583.33      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1722345.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26954 | PA      | $25692.32     | 0.00%             | 2027-02-16      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016357.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7167 | PA      | $5853.97      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15023218.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25239 | PA      | $24970.69     | 0.00%             | 2027-07-12      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6043964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9005 | PA      | $8500.74      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294359.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44642 | PA      | $44468.74     | 0.00%             | 2026-12-22      | Fixed         | 31.33%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057042.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16788 | PA      | $16979.62     | 0.00%             | 2025-06-18      | Fixed         | 7.84%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435389.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        894 | PA      | $889.02       | 0.00%             | 2027-01-14      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31375XB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23766 | PA      | $23350.40     | 0.00%             | 2027-01-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425992.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4393 | PA      | $4369.39      | 0.00%             | 2027-01-13      | Fixed         | 7.55%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991855015.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        144 | PA      | $149.23       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607677.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15074 | PA      | $14876.68     | 0.00%             | 2025-02-10      | Fixed         | 18.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057913.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7862 | PA      | $7542.72      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991777555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        147 | PA      | $151.38       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1888999.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4237 | PA      | $4220.83      | 0.00%             | 2026-10-20      | Fixed         | 23.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949345.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3323 | PA      | $3279.59      | 0.00%             | 2025-04-14      | Fixed         | 19.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4812032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        370 | PA      | $68.54        | 0.00%             | 2023-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5998676.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3180 | PA      | $2737.37      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5702684.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1385 | PA      | $1350.17      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6876 | PA      | $6671.08      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1715584.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6099 | PA      | $5811.66      | 0.00%             | 2027-02-15      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5981203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20432 | PA      | $17437.30     | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991831432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        122 | PA      | $127.86       | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        223 | PA      | $233.06       | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5952038.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5199 | PA      | $4738.46      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP                                                                            | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6789595.18   | 0.26%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8456 | PA      | $8172.98      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2439251.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3421 | PA      | $3378.38      | 0.00%             | 2025-01-18      | Fixed         | 24.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298270.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1443 | PA      | $1373.40      | 0.00%             | 2026-12-22      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1721856.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8496 | PA      | $8143.78      | 0.00%             | 2025-02-15      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429601.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7732 | PA      | $7684.82      | 0.00%             | 2027-01-14      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256670.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1629 | PA      | $1524.96      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3211 | PA      | $3064.52      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438416.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1344 | PA      | $1334.94      | 0.00%             | 2027-01-18      | Fixed         | 28.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6308429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6904 | PA      | $6370.55      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2785 | PA      | $2649.04      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1749697.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11810 | PA      | $11399.82     | 0.00%             | 2025-04-06      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| UBS Group AG                                                                       | UBS Group AG                                                                       | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    6500000 | PA      | $6438613.74   | 0.25%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1884398.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4746 | PA      | $4719.62      | 0.00%             | 2027-03-20      | Fixed         | 30.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096451.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        950 | PA      | $132.56       | 0.00%             | 2026-11-22      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991865373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         27 | PA      | $27.52        | 0.00%             | 2025-02-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255357.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1589 | PA      | $1393.94      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 161925646.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11111 | PA      | $0.00         | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5909211.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31616 | PA      | $24562.09     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423795.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6292 | PA      | $6251.25      | 0.00%             | 2027-01-13      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402KUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1646 | PA      | $1637.54      | 0.00%             | 2033-09-01      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6300581.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4251 | PA      | $3986.71      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991828158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        726 | PA      | $54.98        | 0.00%             | 2025-02-14      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4610483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32176 | PA      | $12115.13     | 0.00%             | 2023-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2943365.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1101 | PA      | $1091.40      | 0.00%             | 2027-04-14      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6150098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        580 | PA      | $547.11       | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6266429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2066 | PA      | $1939.79      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5293978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1473 | PA      | $1395.46      | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16051271.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13893 | PA      | $14041.95     | 0.00%             | 2026-08-27      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11750555.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9696 | PA      | $9772.34      | 0.00%             | 2026-02-06      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991834980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         94 | PA      | $98.46        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6124687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21270 | PA      | $20222.50     | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14548332.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23170 | PA      | $23260.31     | 0.00%             | 2026-07-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5865626.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12376 | PA      | $12044.20     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2586417.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8705 | PA      | $8627.39      | 0.00%             | 2027-02-10      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14174847.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24218 | PA      | $24470.33     | 0.00%             | 2026-06-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434481.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7830 | PA      | $7786.95      | 0.00%             | 2027-01-14      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6185158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        139 | PA      | $131.93       | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         71 | PA      | $71.81        | 0.00%             | 2024-02-15      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                              | CWABS, Inc., Series 2004-1, Class M1                                               | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      27574 | PA      | $27013.39     | 0.00%             | 2034-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406LZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1298 | PA      | $1321.29      | 0.00%             | 2034-12-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 161740410.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9488 | PA      | $9144.32      | 0.00%             | 2024-11-14      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6361924.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11276 | PA      | $10495.69     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4879860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        185 | PA      | $174.03       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31391USA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1034 | PA      | $1018.79      | 0.00%             | 2033-01-01      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991778042.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $15.72        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950720.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1479 | PA      | $103.17       | 0.00%             | 2027-09-14      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2841 | PA      | $2679.95      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802931.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        119 | PA      | $123.77       | 0.00%             | 2025-02-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991852017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        204 | PA      | $212.69       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427047.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19120 | PA      | $18990.37     | 0.00%             | 2027-01-13      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433771.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7154 | PA      | $7092.42      | 0.00%             | 2025-01-14      | Fixed         | 16.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425681.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26166 | PA      | $25921.73     | 0.00%             | 2027-01-13      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095349.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3457 | PA      | $3426.44      | 0.00%             | 2026-11-22      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426089.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5904 | PA      | $5843.10      | 0.00%             | 2027-06-13      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6291341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3211 | PA      | $3012.28      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5473249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2369 | PA      | $2225.83      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435246.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2027 | PA      | $2015.41      | 0.00%             | 2027-11-18      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14178173.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20133 | PA      | $20482.62     | 0.00%             | 2027-08-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4540937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6282 | PA      | $962.07       | 0.00%             | 2023-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271872.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26116 | PA      | $24361.23     | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5583096.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1217 | PA      | $1112.39      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 152765318.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5612 | PA      | $5449.38      | 0.00%             | 2024-06-11      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14192654.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12514 | PA      | $12547.94     | 0.00%             | 2025-06-20      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 25820593.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7274 | PA      | $7601.01      | 0.00%             | 2025-01-17      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5238108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        942 | PA      | $919.63       | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6314730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6687 | PA      | $6153.21      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6269933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3564 | PA      | $3311.42      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096662.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10305 | PA      | $1573.42      | 0.00%             | 2026-11-22      | Fixed         | 31.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5995839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3361 | PA      | $3109.84      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2935000 | PA      | $-23524.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares European CLO VIII DAC                                                         | Ares European CLO VIII DAC, Series 8A, Class BR                                    | CUSIP: N/A<br>LEI: 635400YZA9JLL9KZ2M47       | Long             | ABS-CBDO         | CORP              | IE        |     700000 | PA      | $728260.38    | 0.03%             | 2032-04-17      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5873832.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3751 | PA      | $3604.42      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5539336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1648 | PA      | $1494.46      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         37 | PA      | $37.14        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5966438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4774 | PA      | $4376.89      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5751638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7603 | PA      | $7159.33      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991860430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         72 | PA      | $72.05        | 0.00%             | 2025-02-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950395.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17123 | PA      | $16978.92     | 0.00%             | 2027-04-14      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 187457590.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5516 | PA      | $5529.57      | 0.00%             | 2027-04-08      | Fixed         | 26.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609505.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1672 | PA      | $1656.28      | 0.00%             | 2027-02-11      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150851475.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8146 | PA      | $8022.59      | 0.00%             | 2024-05-08      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5771796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5345 | PA      | $4710.38      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3402 | PA      | $3233.83      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435572.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6556 | PA      | $6518.05      | 0.00%             | 2027-01-18      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5096286.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2610 | PA      | $2222.37      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6012618.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9488 | PA      | $5875.10      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991752839.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3145 | PA      | $3172.05      | 0.00%             | 2025-02-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5873637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9592 | PA      | $8735.36      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6039378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1344 | PA      | $1272.90      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 152970058.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13375 | PA      | $13001.02     | 0.00%             | 2024-06-12      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836990.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         93 | PA      | $93.22        | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148912242.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9195 | PA      | $9145.88      | 0.00%             | 2024-03-18      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385XQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2862 | PA      | $2807.46      | 0.00%             | 2033-05-01      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14866693.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11804 | PA      | $11912.18     | 0.00%             | 2026-06-01      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5561681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        278 | PA      | $195.31       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094890.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12555 | PA      | $12426.03     | 0.00%             | 2026-11-22      | Fixed         | 17.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429440.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5269 | PA      | $5185.86      | 0.00%             | 2027-01-14      | Fixed         | 28.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426530.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2871 | PA      | $2846.16      | 0.00%             | 2025-01-13      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6150165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1742 | PA      | $1639.43      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6252495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32935 | PA      | $30276.56     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12268807.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22790 | PA      | $23019.69     | 0.00%             | 2027-02-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297598.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1051 | PA      | $1046.46      | 0.00%             | 2026-12-22      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2398543.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3206 | PA      | $3160.84      | 0.00%             | 2027-01-13      | Fixed         | 22.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2046988.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7102 | PA      | $6732.18      | 0.00%             | 2026-11-15      | Fixed         | 27.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049484.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9363 | PA      | $671.65       | 0.00%             | 2026-11-15      | Fixed         | 25.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6833 | PA      | $6479.86      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6292274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      89541 | PA      | $83432.12     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4834515.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1325 | PA      | $961.83       | 0.00%             | 2023-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 22762086.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28487 | PA      | $3487.33      | 0.00%             | 2024-10-01      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1752913.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8949 | PA      | $8539.27      | 0.00%             | 2027-04-11      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1715893.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6834 | PA      | $6589.58      | 0.00%             | 2027-02-16      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4562746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        743 | PA      | $227.98       | 0.00%             | 2023-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431586.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9330 | PA      | $9190.50      | 0.00%             | 2027-06-14      | Fixed         | 18.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435168.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1584 | PA      | $1573.36      | 0.00%             | 2027-01-14      | Fixed         | 33.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6112012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3427 | PA      | $3155.54      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2046927.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6492 | PA      | $6453.80      | 0.00%             | 2026-11-15      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605822.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4447 | PA      | $4406.90      | 0.00%             | 2027-02-10      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6036730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1767 | PA      | $1707.45      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949673.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11938 | PA      | $11832.08     | 0.00%             | 2027-04-14      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295258.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5060 | PA      | $5033.39      | 0.00%             | 2027-05-21      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 160896111.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5480 | PA      | $5319.86      | 0.00%             | 2024-12-25      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31416BK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     323175 | PA      | $325614.66    | 0.01%             | 2036-02-01      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5980736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4379 | PA      | $4227.51      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5902509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9143 | PA      | $8722.19      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2439317.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        882 | PA      | $869.42       | 0.00%             | 2027-01-18      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5765516.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        872 | PA      | $838.54       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2419292.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1422 | PA      | $1409.14      | 0.00%             | 2025-01-13      | Fixed         | 13.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6224797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18013 | PA      | $17054.10     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11743712.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13305 | PA      | $13273.60     | 0.00%             | 2026-12-22      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611696.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1819 | PA      | $1803.34      | 0.00%             | 2027-02-11      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6356384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21337 | PA      | $19665.70     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385BBB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21084 | PA      | $20377.33     | 0.00%             | 2030-04-01      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426815.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11945 | PA      | $11855.65     | 0.00%             | 2027-01-13      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5881305.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        967 | PA      | $924.78       | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432969.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8959 | PA      | $8906.03      | 0.00%             | 2027-01-14      | Fixed         | 29.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2400561.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1490 | PA      | $1481.53      | 0.00%             | 2027-06-14      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5824871.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1720 | PA      | $1677.57      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15594842.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18308 | PA      | $18469.78     | 0.00%             | 2026-08-12      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16397 | PA      | $16274.43     | 0.00%             | 2026-12-21      | Fixed         | 9.02%                 | No            |                  3 | On Loan: No      |
| Netflix, Inc.                                                                      | Netflix, Inc.                                                                      | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2987423.50   | 0.12%             | 2025-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31411FWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7882 | PA      | $7796.17      | 0.00%             | 2037-10-01      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2433055.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2942 | PA      | $2913.68      | 0.00%             | 2027-01-14      | Fixed         | 10.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6154403.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1074 | PA      | $1030.98      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811157.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        198 | PA      | $206.74       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14058031.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8305 | PA      | $8346.68      | 0.00%             | 2025-06-18      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294010.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12966 | PA      | $1752.84      | 0.00%             | 2026-12-21      | Fixed         | 9.53%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5845853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3731 | PA      | $3626.33      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6058430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4770 | PA      | $4524.88      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610510.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1556 | PA      | $1543.15      | 0.00%             | 2027-02-11      | Fixed         | 33.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948733.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6222 | PA      | $6166.99      | 0.00%             | 2027-04-14      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6574 | PA      | $1892.01      | 0.00%             | 2024-09-15      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2528315.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9699 | PA      | $9622.72      | 0.00%             | 2027-02-10      | Fixed         | 7.51%                 | 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      | $6495.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095758.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10139 | PA      | $10093.00     | 0.00%             | 2026-11-22      | Fixed         | 30.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5716150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9303 | PA      | $8719.48      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6197006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11618 | PA      | $10895.35     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606463.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17244 | PA      | $10292.92     | 0.00%             | 2027-12-10      | Fixed         | 28.58%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 143073416.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5317 | PA      | $5331.56      | 0.00%             | 2023-11-29      | Fixed         | 19.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11912407.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15692 | PA      | $15669.30     | 0.00%             | 2025-02-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686276.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4115 | PA      | $3948.24      | 0.00%             | 2024-12-15      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1712382.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7844 | PA      | $7759.93      | 0.00%             | 2024-09-15      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949925.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8998 | PA      | $8884.09      | 0.00%             | 2027-04-14      | Fixed         | 17.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991850312.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         49 | PA      | $49.67        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6309043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6540 | PA      | $6080.99      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6155893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2786 | PA      | $2081.84      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991840249.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         70 | PA      | $5.03         | 0.00%             | 2024-02-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294417.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27110 | PA      | $25650.70     | 0.00%             | 2027-05-21      | Fixed         | 26.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5807339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11826 | PA      | $11211.61     | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1887716.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2571 | PA      | $2556.86      | 0.00%             | 2024-10-20      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5779786.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1736 | PA      | $1675.77      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3869455.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7514 | PA      | $208.37       | 0.00%             | 2032-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6134865.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18288 | PA      | $17387.00     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 167908793.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6212 | PA      | $5920.76      | 0.00%             | 2025-03-16      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1762938.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15160 | PA      | $14433.85     | 0.00%             | 2027-04-20      | Fixed         | 16.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5542247.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3577 | PA      | $2924.79      | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886121.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3134 | PA      | $3114.87      | 0.00%             | 2026-10-20      | Fixed         | 7.36%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047144.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15348 | PA      | $4404.59      | 0.00%             | 2026-11-15      | Fixed         | 22.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604964.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3146 | PA      | $219.40       | 0.00%             | 2027-02-10      | Fixed         | 31.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611510.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9730 | PA      | $9634.95      | 0.00%             | 2027-02-11      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293727.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1338 | PA      | $1330.12      | 0.00%             | 2026-12-21      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4246370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23427 | PA      | $1745.76      | 0.00%             | 2032-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5494965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8102 | PA      | $5757.12      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4333949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1348 | PA      | $129.35       | 0.00%             | 2032-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014043.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3099 | PA      | $2730.63      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5325004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1379 | PA      | $765.44       | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2794 | PA      | $2599.67      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148710415.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11495 | PA      | $11370.08     | 0.00%             | 2024-03-12      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804538.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         70 | PA      | $70.77        | 0.00%             | 2024-02-17      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5816746.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2705 | PA      | $2610.66      | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6240208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6882 | PA      | $6336.60      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425143.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        880 | PA      | $252.46       | 0.00%             | 2025-01-13      | Fixed         | 23.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6249640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2003 | PA      | $1911.00      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5744108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11840 | PA      | $11479.97     | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5610607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        677 | PA      | $658.06       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6288461.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46306 | PA      | $43163.07     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5415170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        659 | PA      | $640.43       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950061.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1488 | PA      | $1476.18      | 0.00%             | 2027-04-14      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5734498.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2509 | PA      | $2348.30      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2214 | PA      | $1993.86      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8976 | PA      | $8523.38      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5945228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16993 | PA      | $14146.71     | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5785396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16502 | PA      | $15317.68     | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6183669.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14425 | PA      | $13676.90     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 167975428.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28480 | PA      | $20867.21     | 0.00%             | 2026-04-17      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5889378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7144 | PA      | $6298.62      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2039391.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        955 | PA      | $944.40       | 0.00%             | 2024-11-15      | Fixed         | 7.16%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096178.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15310 | PA      | $15249.89     | 0.00%             | 2026-11-22      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5971156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36547 | PA      | $34824.56     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5762525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3849 | PA      | $2754.56      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1721412.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7367 | PA      | $7106.70      | 0.00%             | 2025-02-15      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14190363.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6819 | PA      | $6903.70      | 0.00%             | 2024-06-16      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5740833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1008 | PA      | $965.55       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150850415.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5287 | PA      | $5147.31      | 0.00%             | 2024-04-30      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3653 | PA      | $3524.07      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9510 | PA      | $8009.78      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6120908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3993 | PA      | $3675.59      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 154235097.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4152 | PA      | $4072.18      | 0.00%             | 2025-03-20      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885667.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23832 | PA      | $23725.58     | 0.00%             | 2026-10-20      | Fixed         | 29.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14193365.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16143 | PA      | $16229.83     | 0.00%             | 2026-06-20      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423182.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1470 | PA      | $1450.28      | 0.00%             | 2025-01-13      | Fixed         | 21.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6162621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5578 | PA      | $5216.75      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5117843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        927 | PA      | $662.48       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31404B5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140532 | PA      | $137577.83    | 0.01%             | 2034-05-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815677.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $15.55        | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435457.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1715 | PA      | $1697.76      | 0.00%             | 2025-01-14      | Fixed         | 5.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6135702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1758 | PA      | $1677.89      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991884753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         41 | PA      | $41.37        | 0.00%             | 2025-02-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888251.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2443 | PA      | $2418.07      | 0.00%             | 2026-10-20      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1743983.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3411 | PA      | $3259.40      | 0.00%             | 2025-04-07      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432940.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1229 | PA      | $88.34        | 0.00%             | 2027-01-14      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5409822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2961 | PA      | $2877.02      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991755840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        518 | PA      | $518.95       | 0.00%             | 2025-02-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295322.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3820 | PA      | $3801.63      | 0.00%             | 2026-12-21      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15037607.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10449 | PA      | $10356.50     | 0.00%             | 2027-06-01      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1009 | PA      | $892.73       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Commercial Mortgage Trust                                                          | Commercial Mortgage Trust, Series 2014-277P, Class A                               | CUSIP: 12592FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3880000 | PA      | $3698341.89   | 0.14%             | 2049-08-10      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3944713.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16717 | PA      | $519.32       | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4871945.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5985 | PA      | $980.31       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1755513.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5451 | PA      | $5200.59      | 0.00%             | 2027-04-11      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948915.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19466 | PA      | $19271.20     | 0.00%             | 2025-04-14      | Fixed         | 10.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6239939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11399 | PA      | $10749.01     | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614605.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3949 | PA      | $3912.46      | 0.00%             | 2027-02-11      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| Mesquite Energy, Inc.                                                              | Mesquite Energy, Inc., Escrow Account                                              | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $21375.00     | 0.00%             | 2021-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6309987.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2699 | PA      | $2485.56      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435703.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1336 | PA      | $1317.03      | 0.00%             | 2027-01-18      | Fixed         | 27.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5954057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29595 | PA      | $20350.88     | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31405TZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3338 | PA      | $3326.99      | 0.00%             | 2034-08-01      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885381.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7038 | PA      | $503.11       | 0.00%             | 2024-10-20      | Fixed         | 27.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950690.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4191 | PA      | $4148.47      | 0.00%             | 2025-04-14      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 156134234.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3964 | PA      | $3865.73      | 0.00%             | 2024-07-30      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6015940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6126 | PA      | $5863.16      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17430483.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24818 | PA      | $25131.62     | 0.00%             | 2027-09-13      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 141649491.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7680 | PA      | $7723.14      | 0.00%             | 2023-10-24      | Fixed         | 19.92%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                               | JPMorgan Chase & Co.                                                               | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18200000 | PA      | $17098035.68  | 0.66%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5739159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14312 | PA      | $13550.78     | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1754277.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3192 | PA      | $3042.65      | 0.00%             | 2027-04-11      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2766 | PA      | $2648.08      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5845994.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3198 | PA      | $3100.13      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6155918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2132 | PA      | $2053.00      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435690.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25154 | PA      | $24941.44     | 0.00%             | 2025-01-18      | Fixed         | 16.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2292661.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13359 | PA      | $12547.00     | 0.00%             | 2027-05-21      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299865.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1067 | PA      | $1055.60      | 0.00%             | 2024-12-22      | Fixed         | 22.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6317947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10120 | PA      | $9420.36      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5888319.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5621 | PA      | $5448.08      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950178.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5671 | PA      | $5599.31      | 0.00%             | 2025-04-14      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5991348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2020 | PA      | $1943.22      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11937475.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21783 | PA      | $21875.32     | 0.00%             | 2027-02-21      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        552 | PA      | $574.80       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296255.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1223 | PA      | $1216.29      | 0.00%             | 2026-12-21      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604262.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4468 | PA      | $4427.79      | 0.00%             | 2027-02-10      | Fixed         | 24.39%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 162127861.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4617 | PA      | $4315.89      | 0.00%             | 2024-11-19      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294636.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27787 | PA      | $27399.91     | 0.00%             | 2026-12-21      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1752447.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4435 | PA      | $4284.58      | 0.00%             | 2027-04-05      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4888984.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4632 | PA      | $4171.23      | 0.00%             | 2023-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5136603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4306 | PA      | $2602.46      | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991760977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         13 | PA      | $-0.52        | -0.00%            | 2027-12-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         80 | PA      | $19.23        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2539854.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3914 | PA      | $3860.42      | 0.00%             | 2027-02-11      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188575150.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21153 | PA      | $20996.05     | 0.00%             | 2027-04-30      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24326904.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        475 | PA      | $-1.83        | -0.00%            | 2027-11-27      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615636.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24534 | PA      | $24185.64     | 0.00%             | 2027-02-11      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5841837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        859 | PA      | $842.23       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991816760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         28 | PA      | $28.03        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1884970.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4227 | PA      | $4210.73      | 0.00%             | 2026-10-20      | Fixed         | 22.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438585.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9683 | PA      | $685.23       | 0.00%             | 2027-06-18      | Fixed         | 30.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1745207.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4315 | PA      | $2333.20      | 0.00%             | 2026-02-16      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15741986.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29238 | PA      | $29713.32     | 0.00%             | 2027-08-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14753736.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7274 | PA      | $1481.81      | 0.00%             | 2027-07-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423178.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1207 | PA      | $1191.39      | 0.00%             | 2025-01-13      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5900591.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9217 | PA      | $8876.76      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610030.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3266 | PA      | $1946.58      | 0.00%             | 2027-02-11      | Fixed         | 27.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5971834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2448 | PA      | $2350.78      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6143263.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        654 | PA      | $629.24       | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693726.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9241 | PA      | $0.00         | 0.00%             | 2027-01-18      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991956251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         49 | PA      | $49.08        | 0.00%             | 2025-02-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296379.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8781 | PA      | $8742.78      | 0.00%             | 2026-12-22      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2145 | PA      | $2008.97      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5291747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5541 | PA      | $4774.42      | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991763663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        356 | PA      | $363.55       | 0.00%             | 2025-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14221142.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21541 | PA      | $21320.78     | 0.00%             | 2027-06-12      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6226809.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15173 | PA      | $14382.60     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14280430.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15601 | PA      | $15731.30     | 0.00%             | 2026-06-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1759314.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8824 | PA      | $8541.22      | 0.00%             | 2027-04-14      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| DBCG Mortgage Trust                                                                | DBCG Mortgage Trust, Series 2017-BBG, Class A                                      | CUSIP: 233062AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9145000 | PA      | $9031169.44   | 0.35%             | 2034-06-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15578753.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27740 | PA      | $28082.10     | 0.00%             | 2027-08-01      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6142347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25584 | PA      | $24669.68     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6062856.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8441 | PA      | $8023.35      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12331634.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11852 | PA      | $11954.01     | 0.00%             | 2025-02-04      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6234992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12417 | PA      | $11754.99     | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6236539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19860 | PA      | $18798.72     | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6210233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1321 | PA      | $1184.77      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17117415.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26843 | PA      | $27205.61     | 0.00%             | 2026-08-06      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991775466.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        550 | PA      | $551.05       | 0.00%             | 2025-02-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5321872.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3244 | PA      | $2039.40      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5319578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        876 | PA      | $858.12       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607815.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2378 | PA      | $1418.09      | 0.00%             | 2027-02-10      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435059.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1927 | PA      | $1907.08      | 0.00%             | 2025-06-14      | Fixed         | 7.82%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300474.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2126 | PA      | $2023.64      | 0.00%             | 2026-12-22      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3636 | PA      | $3485.77      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815145.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        150 | PA      | $156.88       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6244948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1134 | PA      | $1079.69      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612062.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1660 | PA      | $1632.59      | 0.00%             | 2027-02-11      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5813757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1889 | PA      | $1410.21      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428990.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17472 | PA      | $17358.07     | 0.00%             | 2027-01-14      | Fixed         | 21.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991821958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        116 | PA      | $8.39         | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5925246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7692 | PA      | $6971.88      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2470 | PA      | $2355.43      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5776734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8482 | PA      | $8104.84      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949368.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2502 | PA      | $2469.73      | 0.00%             | 2027-04-14      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5614974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6362 | PA      | $6003.08      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716662.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        672 | PA      | $667.91       | 0.00%             | 2025-07-15      | Fixed         | 18.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5925456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4288 | PA      | $4131.18      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2602916.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4191 | PA      | $1196.95      | 0.00%             | 2027-02-10      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5895466.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12191 | PA      | $10206.65     | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6244041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2184 | PA      | $2008.02      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4907500.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4190 | PA      | $1322.27      | 0.00%             | 2023-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298303.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5590 | PA      | $5265.46      | 0.00%             | 2027-05-22      | Fixed         | 22.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5923145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        309 | PA      | $298.12       | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949763.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5784 | PA      | $5733.31      | 0.00%             | 2027-04-14      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6064734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14426 | PA      | $12282.74     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6239632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        960 | PA      | $895.53       | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6218970.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5735 | PA      | $5504.17      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6133686.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        587 | PA      | $569.14       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144230589.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6434 | PA      | $6338.09      | 0.00%             | 2023-11-28      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4867369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1029 | PA      | $574.58       | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886870.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14291 | PA      | $14234.43     | 0.00%             | 2026-10-20      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                                 | Metropolitan Life Global Funding I                                                 | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6883360.12   | 0.27%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300066.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1400 | PA      | $1389.57      | 0.00%             | 2024-12-22      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5593384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1013 | PA      | $989.75       | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        601 | PA      | $572.45       | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991777156.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1161 | PA      | $1194.53      | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14181527.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13969 | PA      | $13912.42     | 0.00%             | 2027-06-18      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255617.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5232 | PA      | $4562.61      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428740.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3543 | PA      | $3519.49      | 0.00%             | 2027-01-13      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613906.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        762 | PA      | $750.28       | 0.00%             | 2025-02-11      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1748 | PA      | $1568.78      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6290530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4450 | PA      | $4150.23      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5294259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1451 | PA      | $1125.50      | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2602160.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7322 | PA      | $7248.46      | 0.00%             | 2027-02-10      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5894927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2007 | PA      | $1749.48      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31416B4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2510 | PA      | $2471.06      | 0.00%             | 2037-05-01      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435280.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12546 | PA      | $12475.08     | 0.00%             | 2027-01-14      | Fixed         | 31.75%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1707998.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15530 | PA      | $14799.60     | 0.00%             | 2027-02-15      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5627720.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        593 | PA      | $575.42       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425211.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4861 | PA      | $4815.28      | 0.00%             | 2025-01-13      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Republic of Colombia                                                               | Colombia Government Bond                                                           | CUSIP: 195325BD6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    5300000 | PA      | $5492527.06   | 0.21%             | 2024-05-21      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31386FCG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19887 | PA      | $19480.65     | 0.00%             | 2031-01-01      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14801281.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14007 | PA      | $14171.72     | 0.00%             | 2026-07-08      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5305068.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      77744 | PA      | $31209.90     | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          6 | PA      | $6.39         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429477.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11591 | PA      | $11506.57     | 0.00%             | 2027-01-14      | Fixed         | 8.93%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716238.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2834 | PA      | $2821.98      | 0.00%             | 2024-09-15      | Fixed         | 14.13%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188053341.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5712 | PA      | $5667.66      | 0.00%             | 2027-04-08      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6240973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25501 | PA      | $24051.08     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12389833.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10462 | PA      | $10448.04     | 0.00%             | 2027-03-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1717064.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2151 | PA      | $2037.06      | 0.00%             | 2024-09-15      | Fixed         | 29.03%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11923623.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8280 | PA      | $4650.44      | 0.00%             | 2027-02-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6238258.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10934 | PA      | $10390.22     | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        123 | PA      | $128.78       | 0.00%             | 2025-02-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048861.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39297 | PA      | $38898.10     | 0.00%             | 2026-11-15      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6123496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5300 | PA      | $5050.73      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA Connecticut Avenue Securities, Series 2014-C04, Class 1M2                     | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    4183518 | PA      | $4349055.66   | 0.17%             | 2024-11-25      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16580 | PA      | $16101.88     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6175296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3883 | PA      | $3504.12      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5830050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4339 | PA      | $4224.21      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9642 | PA      | $8269.97      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31411AK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15286 | PA      | $15078.54     | 0.00%             | 2036-11-01      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 166679234.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2077 | PA      | $2015.53      | 0.00%             | 2033-02-14      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4463189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2140 | PA      | $337.09       | 0.00%             | 2033-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5047438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7412 | PA      | $5009.16      | 0.00%             | 2023-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5978067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        696 | PA      | $626.49       | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950165.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1041 | PA      | $304.90       | 0.00%             | 2027-04-14      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5618686.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3167 | PA      | $3070.80      | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606964.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        891 | PA      | $883.37       | 0.00%             | 2027-02-10      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1753725.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3554 | PA      | $3395.27      | 0.00%             | 2025-04-07      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094660.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9548 | PA      | $9518.93      | 0.00%             | 2026-11-22      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11210558.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9077 | PA      | $9174.54      | 0.00%             | 2025-02-22      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6253254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3905 | PA      | $3727.04      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6823 | PA      | $6477.64      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693750.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3639 | PA      | $3510.84      | 0.00%             | 2025-01-12      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1752438.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9016 | PA      | $8583.92      | 0.00%             | 2027-04-05      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6153391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3196 | PA      | $3012.67      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16079598.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18807 | PA      | $18871.99     | 0.00%             | 2027-08-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5916065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7176 | PA      | $4699.29      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14058139.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10717 | PA      | $10834.15     | 0.00%             | 2025-06-15      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31376SEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6189 | PA      | $6095.64      | 0.00%             | 2027-04-01      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294949.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2744 | PA      | $2719.97      | 0.00%             | 2024-12-21      | Fixed         | 13.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15725666.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7212 | PA      | $7236.13      | 0.00%             | 2027-09-21      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13417402.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13378 | PA      | $13332.18     | 0.00%             | 2027-05-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991735248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2100 | PA      | $2096.17      | 0.00%             | 2025-02-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4874246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        831 | PA      | $485.22       | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1745375.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1080 | PA      | $1050.04      | 0.00%             | 2027-04-08      | Fixed         | 17.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5932661.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        858 | PA      | $783.61       | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6002691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3215 | PA      | $3050.26      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5136108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        815 | PA      | $782.90       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14087177.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15075 | PA      | $14904.40     | 0.00%             | 2027-05-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6121267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      54832 | PA      | $50868.75     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        210 | PA      | $211.44       | 0.00%             | 2025-02-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16077556.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35441 | PA      | $36009.29     | 0.00%             | 2025-08-28      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1655640.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18243 | PA      | $17506.12     | 0.00%             | 2026-10-27      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16554677.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35508 | PA      | $36021.98     | 0.00%             | 2025-09-25      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6021277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4902 | PA      | $4522.87      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1655 | PA      | $1547.40      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4532190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         69 | PA      | $35.61        | 0.00%             | 2023-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2300114.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3557 | PA      | $3516.24      | 0.00%             | 2024-12-22      | Fixed         | 21.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16050065.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7372 | PA      | $7369.52      | 0.00%             | 2026-08-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31407WSS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6975 | PA      | $7111.26      | 0.00%             | 2035-09-01      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5983711.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        298 | PA      | $291.38       | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437239.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2385 | PA      | $2356.31      | 0.00%             | 2025-01-18      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1438 | PA      | $1364.81      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14867047.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8066 | PA      | $8156.03      | 0.00%             | 2024-07-08      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426770.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13095 | PA      | $13004.64     | 0.00%             | 2027-01-13      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 167466474.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11130 | PA      | $10159.14     | 0.00%             | 2025-02-27      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6187069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2052 | PA      | $1956.06      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 168273324.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8726 | PA      | $7870.40      | 0.00%             | 2025-03-17      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6190889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6025 | PA      | $5712.95      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 154670467.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5313 | PA      | $5167.85      | 0.00%             | 2024-12-31      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35354 | PA      | $32693.61     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716174.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15532 | PA      | $15460.86     | 0.00%             | 2026-09-15      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6123680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      61885 | PA      | $59071.04     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14907389.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18551 | PA      | $18858.83     | 0.00%             | 2026-07-21      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410EFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3698 | PA      | $3663.37      | 0.00%             | 2036-08-01      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991848162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         76 | PA      | $5.66         | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4378 | PA      | $4314.90      | 0.00%             | 2027-01-14      | Fixed         | 22.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6291702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9725 | PA      | $9123.67      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296911.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1146 | PA      | $1115.60      | 0.00%             | 2026-12-22      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4704761.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1417 | PA      | $229.78       | 0.00%             | 2023-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296289.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7206 | PA      | $6842.47      | 0.00%             | 2026-12-21      | Fixed         | 23.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5734394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1743 | PA      | $1613.47      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5960475.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9495 | PA      | $9110.67      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435758.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5407 | PA      | $5366.70      | 0.00%             | 2027-01-18      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5918404.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5619 | PA      | $5478.58      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Walt Disney Co. (The)                                                              | Walt Disney Co. (The)                                                              | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6116135.45   | 0.24%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6042828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3041 | PA      | $2795.04      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991845447.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        372 | PA      | $26.17        | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1745348.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26438 | PA      | $25555.77     | 0.00%             | 2027-04-08      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13956248.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10929 | PA      | $3711.56      | 0.00%             | 2026-05-27      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5266447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        588 | PA      | $400.36       | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142829106.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3675 | PA      | $3623.98      | 0.00%             | 2023-10-30      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5922617.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6701 | PA      | $6098.55      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066897.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1630 | PA      | $1556.26      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sands China Ltd.                                                                   | Sands China Ltd.                                                                   | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    3400000 | PA      | $2974758.26   | 0.12%             | 2027-03-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613645.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1661 | PA      | $1640.25      | 0.00%             | 2027-02-11      | Fixed         | 31.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6243323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        644 | PA      | $610.91       | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14529813.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35437 | PA      | $35724.30     | 0.00%             | 2027-07-23      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1688043.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9906 | PA      | $9553.77      | 0.00%             | 2026-12-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14925385.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13888 | PA      | $13995.96     | 0.00%             | 2027-06-10      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4789346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6004 | PA      | $1175.19      | 0.00%             | 2023-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991810427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         32 | PA      | $30.77        | 0.00%             | 2025-02-11      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 163938962.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1450 | PA      | $738.95       | 0.00%             | 2033-02-14      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8243 | PA      | $7728.05      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14208072.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17587 | PA      | $17632.73     | 0.00%             | 2026-06-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2139 | PA      | $2005.22      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296037.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4283 | PA      | $4260.46      | 0.00%             | 2026-12-21      | Fixed         | 22.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13720484.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35355 | PA      | $35808.05     | 0.00%             | 2027-05-15      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610027.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4679 | PA      | $681.67       | 0.00%             | 2027-02-11      | Fixed         | 28.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293764.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17804 | PA      | $17700.33     | 0.00%             | 2026-12-21      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5964967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8312 | PA      | $8063.28      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16637526.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11514 | PA      | $11696.91     | 0.00%             | 2025-09-26      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991829241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         36 | PA      | $36.00        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11461331.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23704 | PA      | $24005.85     | 0.00%             | 2025-12-25      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13805924.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12999 | PA      | $12876.07     | 0.00%             | 2025-05-20      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5834064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1701 | PA      | $1630.48      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5954826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4650 | PA      | $4321.78      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612809.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1251 | PA      | $1239.85      | 0.00%             | 2027-02-11      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162085568.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9333 | PA      | $9002.75      | 0.00%             | 2024-11-19      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1745378.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13293 | PA      | $12850.75     | 0.00%             | 2027-04-08      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1649752.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1275 | PA      | $1236.18      | 0.00%             | 2024-10-28      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604508.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4599 | PA      | $660.21       | 0.00%             | 2027-02-10      | Fixed         | 18.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         15 | PA      | $14.57        | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5329785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2396 | PA      | $1661.92      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14523726.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15170 | PA      | $14938.01     | 0.00%             | 2027-06-05      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5875203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2085 | PA      | $1857.37      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096054.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2873 | PA      | $2864.98      | 0.00%             | 2026-11-22      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13628972.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9325 | PA      | $9401.22      | 0.00%             | 2025-04-06      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991940443.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3159 | PA      | $3200.63      | 0.00%             | 2025-02-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434222.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8515 | PA      | $4348.94      | 0.00%             | 2027-01-14      | Fixed         | 9.93%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295367.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1449 | PA      | $1434.29      | 0.00%             | 2024-12-21      | Fixed         | 5.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4623208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1537 | PA      | $549.03       | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616127.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3607 | PA      | $3575.19      | 0.00%             | 2027-02-14      | Fixed         | 27.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991764725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        172 | PA      | $175.57       | 0.00%             | 2025-02-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6010814.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12627 | PA      | $12142.23     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6240141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        778 | PA      | $741.76       | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4682306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19587 | PA      | $4728.37      | 0.00%             | 2023-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616908.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4732 | PA      | $4691.04      | 0.00%             | 2027-02-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948968.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18879 | PA      | $5166.61      | 0.00%             | 2027-04-14      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16068831.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20291 | PA      | $20489.81     | 0.00%             | 2027-07-10      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6031767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        994 | PA      | $956.50       | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5630143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        805 | PA      | $532.86       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2584870.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1495 | PA      | $1479.04      | 0.00%             | 2025-02-14      | Fixed         | 18.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5760711.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3030 | PA      | $2910.97      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613797.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2207 | PA      | $2182.34      | 0.00%             | 2025-02-11      | Fixed         | 13.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6241607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2378 | PA      | $2026.67      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5952341.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3804 | PA      | $3591.15      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606144.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4040 | PA      | $3988.53      | 0.00%             | 2027-02-10      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188541138.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6890 | PA      | $5438.78      | 0.00%             | 2027-04-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31387YB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66427 | PA      | $65551.81     | 0.00%             | 2031-09-01      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423167.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2513 | PA      | $2484.44      | 0.00%             | 2025-01-13      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6245148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11365 | PA      | $10882.97     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14202404.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45214 | PA      | $45957.19     | 0.00%             | 2027-06-20      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                      | K2016470219 South Africa Ltd., Class B                                             | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |    1226701 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5876808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5283 | PA      | $4863.68      | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 152666177.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6188 | PA      | $6005.36      | 0.00%             | 2024-06-20      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951809.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23249 | PA      | $23008.58     | 0.00%             | 2025-04-14      | Fixed         | 11.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3813 | PA      | $3524.30      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049134.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20614 | PA      | $20417.06     | 0.00%             | 2026-11-15      | Fixed         | 15.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5670816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2290 | PA      | $1925.92      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615143.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3715 | PA      | $3678.92      | 0.00%             | 2027-02-11      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5762279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2877 | PA      | $2796.68      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948773.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4288 | PA      | $4250.95      | 0.00%             | 2027-04-14      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5710093.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1646 | PA      | $1592.82      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1749361.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12342 | PA      | $11921.68     | 0.00%             | 2027-04-05      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4682757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        568 | PA      | $483.86       | 0.00%             | 2023-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437784.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8465 | PA      | $8335.13      | 0.00%             | 2027-01-18      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6153972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2436 | PA      | $2326.80      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6310895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26195 | PA      | $24171.45     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $15.75        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12287521.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10621 | PA      | $10665.69     | 0.00%             | 2025-03-22      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 23038391.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6077 | PA      | $6411.68      | 0.00%             | 2024-09-26      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607639.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27636 | PA      | $27363.09     | 0.00%             | 2027-02-10      | Fixed         | 14.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2942965.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9180 | PA      | $9098.42      | 0.00%             | 2027-04-14      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298369.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15923 | PA      | $15859.78     | 0.00%             | 2026-12-22      | Fixed         | 27.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426044.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1949 | PA      | $1936.69      | 0.00%             | 2027-01-13      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4656767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2284 | PA      | $360.21       | 0.00%             | 2023-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1751899.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5734 | PA      | $5486.82      | 0.00%             | 2025-04-20      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        104 | PA      | $108.70       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6012042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2713 | PA      | $2429.45      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1885954.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3239 | PA      | $3056.36      | 0.00%             | 2024-10-20      | Fixed         | 10.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612166.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5821 | PA      | $5760.44      | 0.00%             | 2027-02-11      | Fixed         | 13.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429437.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9841 | PA      | $9784.80      | 0.00%             | 2027-01-14      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5830030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1367 | PA      | $1322.66      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15705062.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8588 | PA      | $8705.41      | 0.00%             | 2024-08-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604813.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6281 | PA      | $6224.54      | 0.00%             | 2027-02-10      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6026979.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17249 | PA      | $16209.29     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5314024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7217 | PA      | $7049.19      | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5823675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2323 | PA      | $2248.16      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5539177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        111 | PA      | $109.51       | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6010686.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4929 | PA      | $4798.89      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174416.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1496 | PA      | $1416.10      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188223031.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27091 | PA      | $26603.02     | 0.00%             | 2027-04-21      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5842074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1739 | PA      | $1683.05      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6172533.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3326 | PA      | $3159.60      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16061296.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13358 | PA      | $13444.44     | 0.00%             | 2027-08-27      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991856650.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        376 | PA      | $383.77       | 0.00%             | 2025-02-14      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6269972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26984 | PA      | $25343.90     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298393.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5643 | PA      | $5602.86      | 0.00%             | 2024-12-22      | Fixed         | 19.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6286581.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12477 | PA      | $11608.70     | 0.00%             | 2024-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 164278211.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1809 | PA      | $1818.63      | 0.00%             | 2033-02-25      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5804906.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5045 | PA      | $4808.78      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5692439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1048 | PA      | $892.50       | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6289285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6525 | PA      | $6123.68      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5891588.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2667 | PA      | $2585.41      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5733330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44263 | PA      | $42924.72     | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5146188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6782 | PA      | $3352.52      | 0.00%             | 2023-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299450.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2864 | PA      | $147.85       | 0.00%             | 2024-12-22      | Fixed         | 27.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5278464.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        344 | PA      | $321.26       | 0.00%             | 2023-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6021205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5568 | PA      | $5354.81      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5823925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2197 | PA      | $2096.32      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Studio City Finance Ltd.                                                           | Studio City Finance Ltd.                                                           | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    2700000 | PA      | $2548125.00   | 0.10%             | 2025-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1680844.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7248 | PA      | $6960.31      | 0.00%             | 2024-12-17      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607609.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3003 | PA      | $2974.67      | 0.00%             | 2027-07-10      | Fixed         | 15.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5108777.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5445 | PA      | $5044.50      | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5939563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2510 | PA      | $2361.43      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 166197102.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        393 | PA      | $393.62       | 0.00%             | 2033-02-20      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5503569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        742 | PA      | $705.15       | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5821128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5138 | PA      | $4939.83      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6140136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        645 | PA      | $591.84       | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430735.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6140 | PA      | $6093.21      | 0.00%             | 2027-01-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991795226.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        172 | PA      | $172.51       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991841375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        396 | PA      | $276.15       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11940575.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7925 | PA      | $7903.20      | 0.00%             | 2027-03-21      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427644.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2076 | PA      | $2060.11      | 0.00%             | 2027-01-13      | Fixed         | 7.93%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6205858.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10364 | PA      | $8637.79      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950133.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6946 | PA      | $6887.91      | 0.00%             | 2027-04-14      | Fixed         | 29.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294163.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        809 | PA      | $799.87       | 0.00%             | 2024-12-21      | Fixed         | 27.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950926.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7914 | PA      | $7856.20      | 0.00%             | 2027-04-14      | Fixed         | 33.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14935613.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11884 | PA      | $12034.17     | 0.00%             | 2027-07-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14154320.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17290 | PA      | $4979.78      | 0.00%             | 2027-06-18      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        179 | PA      | $179.52       | 0.00%             | 2024-02-13      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5992210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23435 | PA      | $21056.89     | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5923418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        672 | PA      | $644.40       | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948847.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        928 | PA      | $136.43       | 0.00%             | 2027-04-14      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5641411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4381 | PA      | $3732.24      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5540940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1801 | PA      | $1754.65      | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        246 | PA      | $254.74       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5907270.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13552 | PA      | $13221.52     | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5758081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        243 | PA      | $238.56       | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950306.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21571 | PA      | $21368.85     | 0.00%             | 2027-04-14      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949833.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19053 | PA      | $18927.11     | 0.00%             | 2027-04-14      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5721277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        957 | PA      | $932.21       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615979.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        907 | PA      | $-8.27        | -0.00%            | 2027-02-14      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297988.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        958 | PA      | $950.95       | 0.00%             | 2026-12-22      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428498.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4360 | PA      | $4292.65      | 0.00%             | 2027-01-13      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31414DDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26236 | PA      | $25887.91     | 0.00%             | 2038-04-01      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436647.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2148 | PA      | $2127.82      | 0.00%             | 2025-01-18      | Fixed         | 8.52%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294527.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3286 | PA      | $964.27       | 0.00%             | 2027-05-21      | Fixed         | 29.54%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA Connecticut Avenue Securities, Series 2015-C01, Class 1M2                     | CUSIP: 30711XAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    2030134 | PA      | $2093231.20   | 0.08%             | 2025-02-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14108165.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16897 | PA      | $16876.69     | 0.00%             | 2027-06-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4309215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2829 | PA      | $212.36       | 0.00%             | 2032-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12414817.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17802 | PA      | $18132.50     | 0.00%             | 2026-08-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14911982.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17608 | PA      | $17858.29     | 0.00%             | 2027-07-20      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15398960.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39943 | PA      | $40626.60     | 0.00%             | 2027-08-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17491589.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24249 | PA      | $24477.30     | 0.00%             | 2025-08-03      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5927 | PA      | $5641.66      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6262497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8875 | PA      | $8313.15      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991831048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1223 | PA      | $1268.10      | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5776969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4837 | PA      | $4704.10      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096628.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3045 | PA      | $2865.00      | 0.00%             | 2027-04-22      | Fixed         | 22.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605594.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2507 | PA      | $2484.03      | 0.00%             | 2027-02-10      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6160115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7063 | PA      | $6628.05      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024595.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3471 | PA      | $3358.04      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5585690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1942 | PA      | $1892.79      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6357021.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18751 | PA      | $17250.57     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5790075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        370 | PA      | $363.26       | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437139.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        686 | PA      | $678.74       | 0.00%             | 2025-01-18      | Fixed         | 5.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6125490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9113 | PA      | $8525.02      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297484.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21851 | PA      | $20748.49     | 0.00%             | 2027-10-22      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046867.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5505 | PA      | $5420.22      | 0.00%             | 2026-11-15      | Fixed         | 18.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4612909.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15191 | PA      | $5225.63      | 0.00%             | 2023-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950602.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1560 | PA      | $1545.99      | 0.00%             | 2027-04-14      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991926314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        958 | PA      | $969.17       | 0.00%             | 2025-02-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6144045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1532 | PA      | $1128.36      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096115.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2744 | PA      | $2735.56      | 0.00%             | 2026-11-22      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5959170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7635 | PA      | $7453.28      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.06         | 0.00%             | 2028-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5910492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3888 | PA      | $2849.53      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10932 | PA      | $10378.16     | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2418004.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24534 | PA      | $24396.86     | 0.00%             | 2027-01-13      | Fixed         | 6.27%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5317739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         45 | PA      | $44.04        | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613347.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1325 | PA      | $1312.93      | 0.00%             | 2027-07-11      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991851331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2082 | PA      | $2124.05      | 0.00%             | 2025-02-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5026883.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7747 | PA      | $3359.74      | 0.00%             | 2023-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 140103085.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2977 | PA      | $-65.17       | -0.00%            | 2023-10-05      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145642678.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4663 | PA      | $0.00         | 0.00%             | 2024-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950057.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24014 | PA      | $1723.12      | 0.00%             | 2027-04-14      | Fixed         | 20.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14906097.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44897 | PA      | $45049.90     | 0.00%             | 2027-07-18      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6144839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11382 | PA      | $10562.02     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6303685.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38888 | PA      | $36251.06     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430465.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12535 | PA      | $12445.04     | 0.00%             | 2027-01-14      | Fixed         | 9.43%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2618824.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3963 | PA      | $587.37       | 0.00%             | 2027-02-14      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835719.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2473 | PA      | $2511.97      | 0.00%             | 2025-02-13      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12287371.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4855 | PA      | $4905.20      | 0.00%             | 2024-03-17      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2439188.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7981 | PA      | $7894.82      | 0.00%             | 2027-01-18      | Fixed         | 26.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5378080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        344 | PA      | $316.08       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15041755.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10913 | PA      | $3870.38      | 0.00%             | 2025-07-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        586 | PA      | $494.01       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094154.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28182 | PA      | $2035.17      | 0.00%             | 2026-11-22      | Fixed         | 22.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427527.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1159 | PA      | $1140.13      | 0.00%             | 2025-06-13      | Fixed         | 22.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3192 | PA      | $2830.02      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1424 | PA      | $1435.71      | 0.00%             | 2025-02-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885395.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2026 | PA      | $2006.92      | 0.00%             | 2024-10-20      | Fixed         | 26.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1884096.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4403 | PA      | $4376.17      | 0.00%             | 2024-10-20      | Fixed         | 13.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615804.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11446 | PA      | $11327.29     | 0.00%             | 2025-02-14      | Fixed         | 23.22%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 23037218.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        627 | PA      | $632.65       | 0.00%             | 2023-06-10      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                              | United Airlines, Inc.                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     300000 | PA      | $285157.47    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13847680.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28037 | PA      | $28433.40     | 0.00%             | 2026-06-01      | Fixed         | 12.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5640933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        932 | PA      | $794.36       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6196940.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3886 | PA      | $3683.51      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609761.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4420 | PA      | $4380.77      | 0.00%             | 2027-02-11      | Fixed         | 20.76%                | No            |                  3 | On Loan: No      |
| N/A                                                                                | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    9125000 | PA      | $-303564.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5138391.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6863 | PA      | $3842.89      | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5863381.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4514 | PA      | $4298.21      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 25702061.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          1 | PA      | $0.96         | 0.00%             | 2028-01-02      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5280113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1572 | PA      | $1443.84      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6163351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12513 | PA      | $11796.55     | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4484475.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3439 | PA      | $635.90       | 0.00%             | 2033-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5210392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2424 | PA      | $1077.82      | 0.00%             | 2023-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6190783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1132 | PA      | $820.84       | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165971.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1899 | PA      | $1709.08      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436712.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23763 | PA      | $23542.03     | 0.00%             | 2027-01-18      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5757816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3891 | PA      | $3748.83      | 0.00%             | 2024-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6048369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2637 | PA      | $1793.24      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435071.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4350 | PA      | $316.30       | 0.00%             | 2025-01-14      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814129.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         81 | PA      | $80.56        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5939094.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2828 | PA      | $2412.68      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611527.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15447 | PA      | $15210.67     | 0.00%             | 2025-02-11      | Fixed         | 26.67%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144986124.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5536 | PA      | $5521.36      | 0.00%             | 2024-01-14      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                     | Morgan Stanley                                                                     | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10961802.39  | 0.42%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603922.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4877 | PA      | $4832.05      | 0.00%             | 2027-02-10      | Fixed         | 21.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5824131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9246 | PA      | $8851.07      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855938.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        529 | PA      | $516.08       | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436533.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10577 | PA      | $10508.74     | 0.00%             | 2027-01-18      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15437840.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14951 | PA      | $14911.44     | 0.00%             | 2027-08-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5263936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        596 | PA      | $516.36       | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6125171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2838 | PA      | $2667.08      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206729.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7920 | PA      | $7504.13      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5593642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1079 | PA      | $1045.25      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5783333.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16420 | PA      | $14068.36     | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427021.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3514 | PA      | $3482.56      | 0.00%             | 2025-01-13      | Fixed         | 11.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610875.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7561 | PA      | $1102.22      | 0.00%             | 2027-02-11      | Fixed         | 29.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434076.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8736 | PA      | $8679.28      | 0.00%             | 2027-01-14      | Fixed         | 21.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607032.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25400 | PA      | $3671.46      | 0.00%             | 2027-02-10      | Fixed         | 29.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5578059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7646 | PA      | $6998.75      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        497 | PA      | $476.02       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1655235.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12042 | PA      | $11842.94     | 0.00%             | 2026-10-27      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5388 | PA      | $5170.54      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5902140.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2009 | PA      | $1950.38      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1885127.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3462 | PA      | $953.66       | 0.00%             | 2024-10-20      | Fixed         | 15.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808120.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        194 | PA      | $62.41        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| KeyBank NA                                                                         | KeyBank NA                                                                         | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5340430.39   | 0.21%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15037710.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13448 | PA      | $13363.54     | 0.00%             | 2027-07-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048900.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1598 | PA      | $115.35       | 0.00%             | 2024-11-15      | Fixed         | 18.76%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 166112715.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5447 | PA      | $664.26       | 0.00%             | 2033-02-05      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        114 | PA      | $117.15       | 0.00%             | 2024-02-14      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2347 | PA      | $1297.60      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842038.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        138 | PA      | $143.49       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294924.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5130 | PA      | $5100.23      | 0.00%             | 2026-12-21      | Fixed         | 28.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16806378.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26493 | PA      | $26684.49     | 0.00%             | 2027-09-17      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426523.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3694 | PA      | $3663.27      | 0.00%             | 2027-01-13      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6189311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1350 | PA      | $1173.46      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297899.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        460 | PA      | $455.28       | 0.00%             | 2024-12-22      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6133707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11499 | PA      | $9139.43      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15753390.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9452 | PA      | $9296.81      | 0.00%             | 2027-07-01      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31404UQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42441 | PA      | $41880.65     | 0.00%             | 2034-06-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1715830.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1412 | PA      | $1361.68      | 0.00%             | 2025-02-16      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11939575.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8242 | PA      | $8238.24      | 0.00%             | 2027-02-21      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5625032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        704 | PA      | $672.93       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5304001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3125 | PA      | $2981.33      | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5849069.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9597 | PA      | $8215.14      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4907134.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        817 | PA      | $773.50       | 0.00%             | 2023-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5867168.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7359 | PA      | $7008.58      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5381629.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1014 | PA      | $799.16       | 0.00%             | 2023-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826189.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         31 | PA      | $31.66        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6064603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1856 | PA      | $1682.91      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300125.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3023 | PA      | $2924.99      | 0.00%             | 2026-12-22      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 166773880.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9671 | PA      | $9258.07      | 0.00%             | 2025-02-28      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4878083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1773 | PA      | $1296.99      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4955840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        380 | PA      | $287.98       | 0.00%             | 2023-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4639291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3554 | PA      | $1108.82      | 0.00%             | 2023-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296139.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6547 | PA      | $467.43       | 0.00%             | 2026-12-21      | Fixed         | 26.64%                | No            |                  3 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                             | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1                    | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13870000 | PA      | $12100649.87  | 0.47%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146385161.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9945 | PA      | $9698.79      | 0.00%             | 2024-08-22      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31405WHV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18570 | PA      | $18468.12     | 0.00%             | 2034-10-01      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                               | Chase Issuance Trust, Series 2022-A1, Class A                                      | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    6794000 | PA      | $6729978.78   | 0.26%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5566291.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2609 | PA      | $2544.13      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750522.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4089 | PA      | $3909.23      | 0.00%             | 2025-04-14      | Fixed         | 24.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1717984.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3005 | PA      | $425.22       | 0.00%             | 2027-02-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991995440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        291 | PA      | $298.40       | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047020.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9930 | PA      | $9372.81      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991883284.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         33 | PA      | $32.39        | 0.00%             | 2025-02-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4809823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        562 | PA      | $222.70       | 0.00%             | 2023-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6352430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1116 | PA      | $1032.16      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991832331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         51 | PA      | $4.10         | 0.00%             | 2025-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613972.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4381 | PA      | $4336.92      | 0.00%             | 2025-02-11      | Fixed         | 11.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296110.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        981 | PA      | $975.71       | 0.00%             | 2026-12-21      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 23575274.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         71 | PA      | $0.26         | 0.00%             | 2027-10-16      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991790777.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          3 | PA      | $3.17         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        122 | PA      | $125.11       | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1698682.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4426 | PA      | $4320.37      | 0.00%             | 2025-01-20      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6035687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15540 | PA      | $14673.77     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612521.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3093 | PA      | $228.02       | 0.00%             | 2025-02-11      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17218556.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9618 | PA      | $9739.87      | 0.00%             | 2024-09-09      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6318378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     107998 | PA      | $100574.10    | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6254742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      51704 | PA      | $48362.46     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5730698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1473 | PA      | $1433.66      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6158854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7034 | PA      | $6560.39      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991888359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         77 | PA      | $76.72        | 0.00%             | 2025-02-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820078.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         59 | PA      | $60.62        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950661.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2719 | PA      | $2691.07      | 0.00%             | 2025-04-14      | Fixed         | 9.55%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823684.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        298 | PA      | $299.40       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606203.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2773 | PA      | $2746.14      | 0.00%             | 2027-02-10      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951305.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3357 | PA      | $3305.71      | 0.00%             | 2027-04-14      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1885611.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8206 | PA      | $8105.08      | 0.00%             | 2026-10-20      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6141382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5127 | PA      | $4871.49      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5587848.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        430 | PA      | $368.14       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991831448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        122 | PA      | $124.73       | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6182221.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4528 | PA      | $4133.41      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13547748.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44548 | PA      | $45269.59     | 0.00%             | 2027-05-20      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807331.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         67 | PA      | $68.69        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5787095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        645 | PA      | $544.90       | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6308161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13365 | PA      | $12375.73     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297240.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18147 | PA      | $18004.52     | 0.00%             | 2026-12-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991817961.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2226 | PA      | $1471.44      | 0.00%             | 2025-02-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096857.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29946 | PA      | $29556.11     | 0.00%             | 2026-11-22      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165396.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4501 | PA      | $4324.27      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6290930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6463 | PA      | $5993.17      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011497.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2452 | PA      | $1989.44      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950074.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        863 | PA      | $848.61       | 0.00%             | 2027-04-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6001579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5827 | PA      | $5464.43      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11878440.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3865 | PA      | $2605.91      | 0.00%             | 2024-01-08      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094585.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4614 | PA      | $85.28        | 0.00%             | 2026-11-22      | Fixed         | 27.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5919557.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6857 | PA      | $6535.73      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296310.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2623 | PA      | $2607.84      | 0.00%             | 2026-12-21      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6120638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10297 | PA      | $9901.12      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991761973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        212 | PA      | $17.00        | 0.00%             | 2025-02-13      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5296287.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        436 | PA      | $224.64       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5902170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        695 | PA      | $662.61       | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991833480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        791 | PA      | $808.37       | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12388609.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6265 | PA      | $6318.30      | 0.00%             | 2024-03-07      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5939607.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        449 | PA      | $354.16       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438660.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3568 | PA      | $3545.09      | 0.00%             | 2027-01-18      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21728 | PA      | $20398.58     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188494026.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17290 | PA      | $17194.10     | 0.00%             | 2027-04-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15706743.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9556 | PA      | $9617.64      | 0.00%             | 2027-09-20      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823885.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        127 | PA      | $126.91       | 0.00%             | 2024-02-13      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950443.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        910 | PA      | $902.43       | 0.00%             | 2027-04-14      | Fixed         | 22.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1164 | PA      | $1093.29      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4163065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1168 | PA      | $83.57        | 0.00%             | 2032-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16047052.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34933 | PA      | $34820.59     | 0.00%             | 2025-07-13      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096578.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2314 | PA      | $2304.96      | 0.00%             | 2026-11-22      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5914472.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2802 | PA      | $2711.16      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 140563373.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4428 | PA      | $4430.47      | 0.00%             | 2023-09-19      | Fixed         | 19.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4893163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12426 | PA      | $2512.85      | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406DBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75365 | PA      | $75368.84     | 0.00%             | 2035-01-01      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297303.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9536 | PA      | $9500.68      | 0.00%             | 2026-12-22      | Fixed         | 28.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608142.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7667 | PA      | $7596.07      | 0.00%             | 2027-02-10      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4997 | PA      | $4803.73      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5170226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        313 | PA      | $289.37       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4977740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1204 | PA      | $1182.00      | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237605.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        990 | PA      | $947.68       | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949827.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        992 | PA      | $975.43       | 0.00%             | 2025-04-14      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15754329.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9693 | PA      | $9724.37      | 0.00%             | 2025-08-15      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6143372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      49426 | PA      | $47019.24     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047847.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6565 | PA      | $6502.96      | 0.00%             | 2027-04-15      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431865.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14072 | PA      | $13995.84     | 0.00%             | 2027-01-14      | Fixed         | 7.24%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808773.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        147 | PA      | $153.52       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2605555.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2084 | PA      | $2065.86      | 0.00%             | 2027-02-10      | Fixed         | 29.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11878238.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9801 | PA      | $9890.70      | 0.00%             | 2025-02-11      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296549.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6792 | PA      | $116.32       | 0.00%             | 2026-12-22      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1889257.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2444 | PA      | $2436.54      | 0.00%             | 2026-10-20      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5710009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        964 | PA      | $894.83       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5943531.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1810 | PA      | $1627.80      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA Connecticut Avenue Securities, Series 2016-C01, Class 2M2                     | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    2312066 | PA      | $2452648.88   | 0.09%             | 2028-08-25      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5730123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1933 | PA      | $1635.48      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4718203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1054 | PA      | $554.00       | 0.00%             | 2023-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094507.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1123 | PA      | $1109.37      | 0.00%             | 2026-11-22      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6000206.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5393 | PA      | $5123.59      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19481 | PA      | $18013.60     | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016437.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1109 | PA      | $1067.12      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5703756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1283 | PA      | $1244.61      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4645672.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10185 | PA      | $2366.92      | 0.00%             | 2023-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157148290.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9889 | PA      | $9601.59      | 0.00%             | 2024-08-29      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2424834.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4795 | PA      | $4764.19      | 0.00%             | 2027-01-13      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5689638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3302 | PA      | $3196.72      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2424097.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3728 | PA      | $-14.34       | -0.00%            | 2027-01-13      | Fixed         | 29.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5940471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5831 | PA      | $5444.60      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6272091.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4775 | PA      | $4470.26      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991786749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        395 | PA      | $386.39       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31370Q6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16914 | PA      | $16307.23     | 0.00%             | 2033-03-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14318446.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21112 | PA      | $21007.42     | 0.00%             | 2025-06-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6228859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7328 | PA      | $6937.92      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5505276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2149 | PA      | $2107.96      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12270589.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15047 | PA      | $15289.78     | 0.00%             | 2026-03-22      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5702548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3485 | PA      | $3357.78      | 0.00%             | 2024-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14965459.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27564 | PA      | $27718.29     | 0.00%             | 2027-06-01      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17329208.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16943 | PA      | $17105.72     | 0.00%             | 2027-09-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6139733.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18133 | PA      | $17107.23     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950896.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9242 | PA      | $4885.36      | 0.00%             | 2027-04-14      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295879.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19237 | PA      | $19151.31     | 0.00%             | 2026-12-21      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424153.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40525 | PA      | $40288.54     | 0.00%             | 2027-01-13      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6244032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1446 | PA      | $1365.49      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048381.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2420 | PA      | $2397.87      | 0.00%             | 2024-11-15      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142086634.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6721 | PA      | $6623.38      | 0.00%             | 2023-10-19      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13415402.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12876 | PA      | $12767.62     | 0.00%             | 2025-05-17      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949880.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4672 | PA      | $4595.10      | 0.00%             | 2025-04-14      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616222.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1281 | PA      | $1264.49      | 0.00%             | 2025-02-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991821789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        225 | PA      | $235.10       | 0.00%             | 2025-02-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6355727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6710 | PA      | $6247.78      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6219277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4555 | PA      | $4124.22      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2439101.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4454 | PA      | $1396.10      | 0.00%             | 2027-11-18      | Fixed         | 32.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436597.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4173 | PA      | $4141.48      | 0.00%             | 2027-01-18      | Fixed         | 9.15%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14188793.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7395 | PA      | $7331.53      | 0.00%             | 2025-06-19      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145024597.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5423 | PA      | $5320.15      | 0.00%             | 2023-12-14      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297394.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3345 | PA      | $3316.85      | 0.00%             | 2026-12-22      | Fixed         | 13.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15663958.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13333 | PA      | $13418.20     | 0.00%             | 2027-08-21      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610980.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8789 | PA      | $8670.95      | 0.00%             | 2027-02-11      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5753024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3472 | PA      | $3079.82      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6299118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5849 | PA      | $5408.29      | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6203100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24931 | PA      | $23555.08     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2399706.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12813 | PA      | $12716.35     | 0.00%             | 2027-01-13      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14278564.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11578 | PA      | $11581.31     | 0.00%             | 2027-06-24      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13928225.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11043 | PA      | $11109.08     | 0.00%             | 2027-06-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5220601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        965 | PA      | $572.62       | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293806.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6819 | PA      | $6742.40      | 0.00%             | 2026-12-21      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437879.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1226 | PA      | $1216.95      | 0.00%             | 2027-06-18      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950089.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10809 | PA      | $6202.85      | 0.00%             | 2027-04-14      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA Connecticut Avenue Securities, Series 2014-C02, Class 2M2                     | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     766472 | PA      | $776356.63    | 0.03%             | 2024-05-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402DHS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6351 | PA      | $6223.98      | 0.00%             | 2037-02-01      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6223854.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6566 | PA      | $5658.87      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991829765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        219 | PA      | $228.21       | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6143101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2328 | PA      | $2213.57      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188338027.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5789 | PA      | $547.28       | 0.00%             | 2027-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13767318.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37007 | PA      | $37630.43     | 0.00%             | 2026-06-19      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15048932.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15581 | PA      | $15839.89     | 0.00%             | 2027-07-26      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157535.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5968 | PA      | $5646.90      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13826410.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18714 | PA      | $18690.85     | 0.00%             | 2027-05-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295101.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2355 | PA      | $2340.83      | 0.00%             | 2026-12-21      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2602599.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7260 | PA      | $520.17       | 0.00%             | 2027-02-10      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406REX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47335 | PA      | $46316.79     | 0.00%             | 2035-08-01      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979120.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1954 | PA      | $1785.96      | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047897.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1707 | PA      | $1697.08      | 0.00%             | 2026-11-15      | Fixed         | 22.10%                | No            |                  3 | On Loan: No      |
| K2016470260 South Africa Ltd.                                                      | K2016470260 South Africa Ltd.                                                      | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |     470581 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948963.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30020 | PA      | $4342.87      | 0.00%             | 2027-04-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          3 | PA      | $1.17         | 0.00%             | 2028-01-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6013756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2724 | PA      | $2634.16      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2403095.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7129 | PA      | $7062.35      | 0.00%             | 2027-01-14      | Fixed         | 10.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949044.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4219 | PA      | $4184.25      | 0.00%             | 2027-04-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5938544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8920 | PA      | $8465.74      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950779.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3017 | PA      | $2989.69      | 0.00%             | 2027-04-14      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5915784.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4662 | PA      | $4461.66      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145533215.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6196 | PA      | $6011.92      | 0.00%             | 2024-02-29      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6309956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2230 | PA      | $2053.48      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6185898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4168 | PA      | $3680.87      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6244887.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4624 | PA      | $4335.17      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6160815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      48796 | PA      | $46325.72     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991792923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        111 | PA      | $116.47       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950988.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1381 | PA      | $-21.99       | -0.00%            | 2027-04-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 159010378.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10396 | PA      | $10054.17     | 0.00%             | 2024-09-19      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830056.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         52 | PA      | $52.12        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5992073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1091 | PA      | $1068.98      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095652.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7595 | PA      | $2229.22      | 0.00%             | 2024-11-22      | Fixed         | 28.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616809.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5020 | PA      | $4967.60      | 0.00%             | 2027-02-14      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6053001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10437 | PA      | $9452.80      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4565857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14859 | PA      | $4858.71      | 0.00%             | 2023-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6238000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1544 | PA      | $1458.75      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1032 | PA      | $85.17        | 0.00%             | 2025-02-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6214633.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1442 | PA      | $1376.80      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5973438.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17879 | PA      | $17040.64     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096663.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4460 | PA      | $4247.48      | 0.00%             | 2026-11-22      | Fixed         | 31.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3401486.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        263 | PA      | $2.39         | 0.00%             | 2023-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11752310.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2324 | PA      | $2293.33      | 0.00%             | 2027-01-28      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3118 | PA      | $3021.49      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15601188.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45862 | PA      | $46157.03     | 0.00%             | 2027-08-19      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5737414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3929 | PA      | $3834.30      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14308214.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12078 | PA      | $12103.24     | 0.00%             | 2026-05-06      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429881.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20225 | PA      | $1465.27      | 0.00%             | 2027-01-14      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15713621.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15946 | PA      | $16146.00     | 0.00%             | 2027-08-06      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28144 | PA      | $26926.31     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5964951.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1864 | PA      | $1679.36      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13302047.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9533 | PA      | $9661.75      | 0.00%             | 2027-05-17      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298796.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1720 | PA      | $1707.96      | 0.00%             | 2027-05-22      | Fixed         | 7.68%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2248 | PA      | $2033.05      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608120.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23093 | PA      | $22860.28     | 0.00%             | 2027-02-10      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5831885.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4201 | PA      | $4028.50      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                             | Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1                    | CUSIP: 589929Y36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     171508 | PA      | $159859.44    | 0.01%             | 2028-10-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5976041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1440 | PA      | $1380.31      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 143453403.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3269 | PA      | $3220.55      | 0.00%             | 2023-11-26      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843173.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        108 | PA      | $109.97       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 155027113.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10215 | PA      | $9788.12      | 0.00%             | 2025-02-10      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425660.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1683 | PA      | $1663.41      | 0.00%             | 2027-01-13      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298735.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12975 | PA      | $12813.83     | 0.00%             | 2026-12-22      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5834289.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        913 | PA      | $874.29       | 0.00%             | 2024-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6164800.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1829 | PA      | $1716.22      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096022.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13876 | PA      | $145.02       | 0.00%             | 2026-11-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150025532.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9793 | PA      | $9553.29      | 0.00%             | 2024-04-10      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13642414.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22954 | PA      | $22985.82     | 0.00%             | 2027-04-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2250 | PA      | $72.58        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15574568.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28162 | PA      | $28227.00     | 0.00%             | 2027-08-15      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428590.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2834 | PA      | $2808.78      | 0.00%             | 2025-01-13      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6191317.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4029 | PA      | $3820.10      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4626052.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3539 | PA      | $551.47       | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150392604.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12593 | PA      | $12309.00     | 0.00%             | 2024-06-18      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6002821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14495 | PA      | $13857.44     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142579350.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2229 | PA      | $2252.28      | 0.00%             | 2023-10-30      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750469.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4395 | PA      | $4221.38      | 0.00%             | 2025-04-17      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689320.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14090 | PA      | $13587.05     | 0.00%             | 2025-01-14      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435527.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15653 | PA      | $15461.40     | 0.00%             | 2027-01-14      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157710.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14587 | PA      | $13849.15     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298974.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1566 | PA      | $1545.86      | 0.00%             | 2026-12-22      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12960 | PA      | $12098.96     | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14329008.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22581 | PA      | $22700.29     | 0.00%             | 2026-06-17      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15744959.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33687 | PA      | $33924.12     | 0.00%             | 2027-08-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6179623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4491 | PA      | $4167.63      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161952.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3389 | PA      | $3213.48      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951410.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1671 | PA      | $1655.99      | 0.00%             | 2027-04-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 143835362.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6662 | PA      | $6655.85      | 0.00%             | 2023-11-19      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5932816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5094 | PA      | $2715.25      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5587794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1402 | PA      | $1192.99      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434116.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4436 | PA      | $4391.13      | 0.00%             | 2025-01-14      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5849419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2622 | PA      | $2548.72      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6356954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4891 | PA      | $4529.31      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6106159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      76138 | PA      | $65772.21     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298675.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6887 | PA      | $6621.91      | 0.00%             | 2027-05-22      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31407FYD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31433 | PA      | $32200.69     | 0.00%             | 2035-06-01      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2424596.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1846 | PA      | $1829.57      | 0.00%             | 2027-06-13      | Fixed         | 23.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991832219.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         88 | PA      | $91.13        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991839738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         34 | PA      | $34.51        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6209045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        473 | PA      | $452.33       | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13852222.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10187 | PA      | $10211.81     | 0.00%             | 2027-05-31      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        383 | PA      | $389.67       | 0.00%             | 2025-02-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         64 | PA      | $18.11        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5537587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2687 | PA      | $1869.76      | 0.00%             | 2023-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6206 | PA      | $5927.88      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                       | Sabine Pass Liquefaction LLC                                                       | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2011930.46   | 0.08%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 155931737.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10609 | PA      | $10269.87     | 0.00%             | 2024-08-01      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6239610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2329 | PA      | $2189.25      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282078.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1818 | PA      | $1680.79      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5976344.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13880 | PA      | $13348.85     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991851044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        424 | PA      | $424.67       | 0.00%             | 2025-02-16      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6204820.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2410 | PA      | $1995.24      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5951743.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16131 | PA      | $8565.80      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8142 | PA      | $7528.68      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424212.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        895 | PA      | $531.52       | 0.00%             | 2027-01-13      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5829589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5429 | PA      | $5207.51      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836066.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3824 | PA      | $3994.37      | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435828.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8551 | PA      | $8472.27      | 0.00%             | 2027-01-18      | Fixed         | 15.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5733280.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1275 | PA      | $1183.52      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5857003.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2109 | PA      | $2046.56      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6141840.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3698 | PA      | $3373.51      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5998208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21294 | PA      | $20263.94     | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2289317.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4765 | PA      | $4732.36      | 0.00%             | 2024-12-22      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298036.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4721 | PA      | $4679.18      | 0.00%             | 2024-12-22      | Fixed         | 10.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        603 | PA      | $590.82       | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613434.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12762 | PA      | $12665.09     | 0.00%             | 2027-02-11      | Fixed         | 9.37%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1712708.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4329 | PA      | $639.65       | 0.00%             | 2026-09-15      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                              | FHLMC                                                                              | CUSIP: 3128S5L51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     429433 | PA      | $437818.42    | 0.02%             | 2037-06-01      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4601908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        835 | PA      | $240.41       | 0.00%             | 2023-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        123 | PA      | $121.95       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6131484.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1826 | PA      | $1737.12      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19486 | PA      | $18585.24     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5320657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2553 | PA      | $2273.82      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5953614.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39088 | PA      | $37765.95     | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991854942.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        591 | PA      | $610.11       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5831288.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4828 | PA      | $4683.11      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        262 | PA      | $275.18       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297700.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42080 | PA      | $3009.50      | 0.00%             | 2026-12-22      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296417.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7641 | PA      | $7587.58      | 0.00%             | 2024-12-22      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5733174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5063 | PA      | $4937.40      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5976074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8273 | PA      | $7913.57      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991833018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        809 | PA      | $182.86       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950268.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1967 | PA      | $1948.46      | 0.00%             | 2027-04-14      | Fixed         | 31.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        910 | PA      | $812.89       | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5781083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1194 | PA      | $1125.89      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612621.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5312 | PA      | $5259.29      | 0.00%             | 2027-02-11      | Fixed         | 26.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4314394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4763 | PA      | $414.87       | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255997.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1457 | PA      | $1277.48      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095190.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2817 | PA      | $831.87       | 0.00%             | 2026-11-22      | Fixed         | 28.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4839177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1366 | PA      | $214.80       | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807047.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         38 | PA      | $37.81        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4934870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5051 | PA      | $3673.89      | 0.00%             | 2023-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6284860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        833 | PA      | $771.05       | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6241758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2158 | PA      | $2031.15      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14174912.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29428 | PA      | $29494.63     | 0.00%             | 2027-07-19      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5411337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        839 | PA      | $743.33       | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6002305.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3852 | PA      | $3635.75      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15016451.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26283 | PA      | $26653.86     | 0.00%             | 2027-07-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162054102.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10844 | PA      | $10438.55     | 0.00%             | 2024-11-20      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4862500.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2340 | PA      | $1049.55      | 0.00%             | 2023-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1714787.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1506 | PA      | $1495.85      | 0.00%             | 2026-09-15      | Fixed         | 19.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708886.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18671 | PA      | $17997.87     | 0.00%             | 2025-02-15      | Fixed         | 17.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145183021.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6077 | PA      | $5957.00      | 0.00%             | 2024-01-03      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1356 | PA      | $1312.20      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450001 | PA      | $446524.25    | 0.02%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094328.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8306 | PA      | $8201.00      | 0.00%             | 2026-11-22      | Fixed         | 17.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5565213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3148 | PA      | $3076.80      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5975277.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5793 | PA      | $5626.24      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1936 | PA      | $1777.40      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15043725.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11759 | PA      | $11887.55     | 0.00%             | 2025-07-15      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13838022.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7300 | PA      | $7301.89      | 0.00%             | 2027-05-21      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5895817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1206 | PA      | $1167.34      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991765878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         89 | PA      | $90.31        | 0.00%             | 2025-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297226.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11009 | PA      | $10895.46     | 0.00%             | 2026-12-22      | Fixed         | 17.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1718702.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4596 | PA      | $4589.19      | 0.00%             | 2028-09-15      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5190095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14920 | PA      | $9878.78      | 0.00%             | 2023-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2088829.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8697 | PA      | $8186.12      | 0.00%             | 2026-11-22      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Harvest Operations Corp.                                                           | Harvest Operations Corp.                                                           | CUSIP: 41754WAS0<br>LEI: B1EEF6ML54YDWRC6ZK53 | Long             | DBT              | CORP              | CA        |    2900000 | PA      | $2891872.84   | 0.11%             | 2023-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142526281.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8410 | PA      | $8295.32      | 0.00%             | 2023-11-21      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31391S6L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8915 | PA      | $8864.46      | 0.00%             | 2032-11-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615878.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7707 | PA      | $4584.77      | 0.00%             | 2027-02-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4635804.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        418 | PA      | $173.35       | 0.00%             | 2023-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15585646.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12377 | PA      | $12583.47     | 0.00%             | 2026-08-14      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427316.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20893 | PA      | $20737.47     | 0.00%             | 2027-01-13      | Fixed         | 9.44%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14151947.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26991 | PA      | $27400.08     | 0.00%             | 2027-06-17      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611806.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3217 | PA      | $229.92       | 0.00%             | 2029-02-11      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12230 | PA      | $10753.04     | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188633218.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11098 | PA      | $11188.17     | 0.00%             | 2027-04-21      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1648717.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3678 | PA      | $3558.42      | 0.00%             | 2026-10-27      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1713640.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3550 | PA      | $3533.35      | 0.00%             | 2026-09-15      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612163.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2887 | PA      | $2847.98      | 0.00%             | 2027-02-11      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1712309.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3131 | PA      | $3103.31      | 0.00%             | 2026-09-15      | Fixed         | 10.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5888676.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5281 | PA      | $5013.35      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608208.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9778 | PA      | $9688.87      | 0.00%             | 2027-02-10      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5977756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13649 | PA      | $11461.87     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144280900.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7369 | PA      | $7317.33      | 0.00%             | 2023-12-04      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4891653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        621 | PA      | $460.09       | 0.00%             | 2023-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4901122.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        611 | PA      | $208.32       | 0.00%             | 2023-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5163645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2063 | PA      | $1688.85      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432641.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8231 | PA      | $8185.42      | 0.00%             | 2027-01-14      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2416454.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4161 | PA      | $4120.30      | 0.00%             | 2025-01-13      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853079.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        289 | PA      | $290.49       | 0.00%             | 2024-02-15      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991858756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        501 | PA      | $118.71       | 0.00%             | 2025-02-12      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150457673.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6981 | PA      | $6938.15      | 0.00%             | 2024-04-22      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5293793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        334 | PA      | $319.42       | 0.00%             | 2023-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950072.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4494 | PA      | $4436.89      | 0.00%             | 2027-04-14      | Fixed         | 17.03%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17114653.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7381 | PA      | $7388.31      | 0.00%             | 2026-08-01      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5576017.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2376 | PA      | $2209.60      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188037917.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12027 | PA      | $11548.95     | 0.00%             | 2027-04-08      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5710725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2557 | PA      | $2238.73      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2920 | PA      | $2772.39      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14145063.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6300 | PA      | $6313.31      | 0.00%             | 2025-06-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6218166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      48261 | PA      | $46045.93     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AbbVie, Inc.                                                                       | AbbVie, Inc.                                                                       | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     600000 | PA      | $588717.86    | 0.02%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296108.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6798 | PA      | $6772.78      | 0.00%             | 2026-12-22      | Fixed         | 32.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14843307.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13732 | PA      | $13943.93     | 0.00%             | 2027-07-17      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426346.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4685 | PA      | $4627.51      | 0.00%             | 2027-01-13      | Fixed         | 13.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5769689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4386 | PA      | $4249.49      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2439200.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1448 | PA      | $1436.34      | 0.00%             | 2025-01-18      | Fixed         | 18.01%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15235015.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19098 | PA      | $19301.65     | 0.00%             | 2025-08-05      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13822936.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24316 | PA      | $24637.16     | 0.00%             | 2025-06-17      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5890739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1304 | PA      | $1208.87      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603677.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12996 | PA      | $12868.30     | 0.00%             | 2027-02-10      | Fixed         | 14.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4484542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6016 | PA      | $1340.88      | 0.00%             | 2033-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6309981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2504 | PA      | $2328.82      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16638019.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12360 | PA      | $12477.63     | 0.00%             | 2025-09-13      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24979660.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        107 | PA      | $7.65         | 0.00%             | 2027-12-05      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2617069.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26749 | PA      | $26484.73     | 0.00%             | 2027-02-14      | Fixed         | 23.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5792058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        100 | PA      | $98.21        | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934905.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11575 | PA      | $11006.26     | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6021031.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6005 | PA      | $5822.76      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | U.S. Treasury 2 Year Notes                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       3457 | NC      | $2159775.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10192 | PA      | $9737.13      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5265964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        781 | PA      | $621.39       | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bayer US Finance II LLC                                                            | Bayer US Finance II LLC                                                            | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4523488.48   | 0.17%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5873969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26207 | PA      | $24965.55     | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13539948.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17615 | PA      | $17665.64     | 0.00%             | 2026-05-18      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2944032.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3221 | PA      | $3192.81      | 0.00%             | 2027-04-14      | Fixed         | 26.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5901968.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2670 | PA      | $2591.09      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | 30 Day Federal Funds                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -787 | NC      | $245687.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1751011.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11825 | PA      | $11298.39     | 0.00%             | 2025-04-07      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949197.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1932 | PA      | $1076.07      | 0.00%             | 2027-04-14      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991897328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         62 | PA      | $62.21        | 0.00%             | 2025-02-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16075494.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7565 | PA      | $7581.28      | 0.00%             | 2027-08-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6356653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4508 | PA      | $4200.62      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429109.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2112 | PA      | $1265.99      | 0.00%             | 2027-06-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608553.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8245 | PA      | $8143.60      | 0.00%             | 2027-07-10      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                                | Petroleos Mexicanos                                                                | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     990000 | PA      | $992747.25    | 0.04%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835549.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         31 | PA      | $31.23        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                       | Sabine Pass Liquefaction LLC                                                       | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2018625.78   | 0.08%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165672.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1650 | PA      | $1554.49      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        320 | PA      | $20.88        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2049 | PA      | $1886.79      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31362MS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        224 | PA      | $219.39       | 0.00%             | 2027-08-01      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296208.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6245 | PA      | $5943.88      | 0.00%             | 2026-12-22      | Fixed         | 31.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          2 | PA      | $0.12         | 0.00%             | 2027-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31407ANB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13387 | PA      | $13224.26     | 0.00%             | 2033-11-01      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14198467.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24197 | PA      | $24150.75     | 0.00%             | 2027-06-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188107511.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18985 | PA      | $2358.19      | 0.00%             | 2027-04-18      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5949995.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9219 | PA      | $8840.69      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951030.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3488 | PA      | $3457.09      | 0.00%             | 2027-04-14      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991767919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        751 | PA      | $752.93       | 0.00%             | 2025-02-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Madison Park Funding L Ltd.                                                        | Madison Park Funding L Ltd., Series 2021-50A, Class A                              | CUSIP: 55821FAA5<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |    8850000 | PA      | $8767543.03   | 0.34%             | 2034-04-19      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428411.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4105 | PA      | $4053.02      | 0.00%             | 2027-01-13      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5801867.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4767 | PA      | $4610.31      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17031491.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47167 | PA      | $47717.12     | 0.00%             | 2027-08-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857058.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1258 | PA      | $1317.82      | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        788 | PA      | $818.95       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6361496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34065 | PA      | $31804.77     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1755102.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26832 | PA      | $25574.40     | 0.00%             | 2027-04-08      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750519.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6328 | PA      | $6045.94      | 0.00%             | 2025-04-07      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6105817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6434 | PA      | $6084.78      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1178 | PA      | $1230.24      | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2051 | PA      | $1955.07      | 0.00%             | 2044-10-01      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991765109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         73 | PA      | $73.58        | 0.00%             | 2025-02-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1887695.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6723 | PA      | $6702.02      | 0.00%             | 2026-10-20      | Fixed         | 31.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5271451.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        822 | PA      | $801.99       | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5097330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16703 | PA      | $4616.52      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5975637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4636 | PA      | $4396.67      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6058411.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3021 | PA      | $2737.69      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA, 15 Year                                                                      | CUSIP: 3138A2CK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199774 | PA      | $198565.92    | 0.01%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5959066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7234 | PA      | $6759.04      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6124414.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2467 | PA      | $2364.74      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1679995.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3500 | PA      | $3416.53      | 0.00%             | 2026-12-16      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3849054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        679 | PA      | $21.44        | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4630150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5446 | PA      | $2182.67      | 0.00%             | 2023-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991848713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        243 | PA      | $31.64        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991792854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         20 | PA      | $19.63        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434330.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7882 | PA      | $7789.75      | 0.00%             | 2027-01-14      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6059875.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        484 | PA      | $471.35       | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14335387.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19424 | PA      | $19567.47     | 0.00%             | 2027-06-27      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14918054.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14001 | PA      | $7933.60      | 0.00%             | 2024-07-08      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095546.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2660 | PA      | $2634.74      | 0.00%             | 2027-04-22      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6123580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9421 | PA      | $8011.65      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5098 | PA      | $4842.71      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5971902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1143 | PA      | $989.44       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430454.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11468 | PA      | $11381.80     | 0.00%             | 2027-01-14      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427091.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5826 | PA      | $5782.87      | 0.00%             | 2027-01-13      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5509 | PA      | $4253.99      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5861325.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1644 | PA      | $1588.11      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4867700.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2786 | PA      | $730.27       | 0.00%             | 2023-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150114171.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8002 | PA      | $7815.87      | 0.00%             | 2024-04-15      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16817244.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47629 | PA      | $48330.31     | 0.00%             | 2027-09-14      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5593339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        646 | PA      | $617.57       | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14917832.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13829 | PA      | $13831.07     | 0.00%             | 2027-07-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425689.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8950 | PA      | $8883.81      | 0.00%             | 2027-01-13      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14689546.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26783 | PA      | $27170.95     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6002205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2290 | PA      | $1832.47      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                              | Countrywide Asset-Backed Certificates Trust, Series 2002-3, Class 1A1              | CUSIP: 126671RM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        525 | PA      | $521.47       | 0.00%             | 2032-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14867025.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19290 | PA      | $19500.21     | 0.00%             | 2025-07-06      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991841608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        266 | PA      | $277.06       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5813805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        831 | PA      | $629.03       | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991867715.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        239 | PA      | $236.81       | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6065601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20128 | PA      | $19166.96     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6274001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9584 | PA      | $8945.81      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610104.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1886 | PA      | $131.69       | 0.00%             | 2027-02-11      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6179503.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1885 | PA      | $1793.23      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 143428192.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2518 | PA      | $2474.22      | 0.00%             | 2023-11-14      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6006167.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28398 | PA      | $26488.55     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14292674.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16008 | PA      | $15984.56     | 0.00%             | 2027-06-25      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2602863.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3471 | PA      | $3422.79      | 0.00%             | 2027-02-10      | Fixed         | 15.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948936.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5156 | PA      | $5082.22      | 0.00%             | 2027-09-14      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5643141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3436 | PA      | $3291.10      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853796.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        262 | PA      | $-10.09       | -0.00%            | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6236218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12960 | PA      | $12269.39     | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1883791.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9017 | PA      | $8918.37      | 0.00%             | 2026-10-20      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6131552.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10030 | PA      | $9540.30      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299098.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        998 | PA      | $990.31       | 0.00%             | 2024-12-22      | Fixed         | 9.21%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5785272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        471 | PA      | $461.43       | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423675.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5493 | PA      | $5442.34      | 0.00%             | 2027-01-13      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14877061.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15054 | PA      | $15297.65     | 0.00%             | 2027-07-22      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6209863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2131 | PA      | $2007.93      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991860571.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1919 | PA      | $221.08       | 0.00%             | 2025-02-16      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886872.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1565 | PA      | $1559.88      | 0.00%             | 2026-10-20      | Fixed         | 30.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14314279.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7196 | PA      | $7208.78      | 0.00%             | 2027-07-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5998187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1047 | PA      | $886.39       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991859896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        373 | PA      | $-14.27       | -0.00%            | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31388HAW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6429 | PA      | $6320.89      | 0.00%             | 2032-10-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293338.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14937 | PA      | $14798.26     | 0.00%             | 2026-12-21      | Fixed         | 11.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5732559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1223 | PA      | $796.10       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          4 | PA      | $4.30         | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        261 | PA      | $262.73       | 0.00%             | 2024-02-13      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5974884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14879 | PA      | $13526.29     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         27 | PA      | $27.42        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31412ECK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     749383 | PA      | $765464.00    | 0.03%             | 2036-04-01      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608076.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2800 | PA      | $2770.90      | 0.00%             | 2025-02-10      | Fixed         | 6.40%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6140944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        873 | PA      | $831.78       | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616085.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2559 | PA      | $2520.26      | 0.00%             | 2025-02-14      | Fixed         | 27.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838152.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         20 | PA      | $20.48        | 0.00%             | 2025-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6051212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3555 | PA      | $3384.90      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6043823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        824 | PA      | $798.15       | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6006972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1024 | PA      | $843.68       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188594404.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27331 | PA      | $27100.49     | 0.00%             | 2027-04-21      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                                          | Towd Point Mortgage Trust, Series 2018-4, Class A1                                 | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8889007 | PA      | $8329040.44   | 0.32%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6314964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        787 | PA      | $732.76       | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5971656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12279 | PA      | $9129.95      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5595419.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2737 | PA      | $1439.40      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14263477.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16598 | PA      | $16411.96     | 0.00%             | 2027-05-10      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750531.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10596 | PA      | $10241.56     | 0.00%             | 2027-04-07      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4459 | PA      | $4247.61      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426682.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12390 | PA      | $12321.10     | 0.00%             | 2027-01-13      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991800343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         86 | PA      | $21.07        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                                  | Wells Fargo & Co.                                                                  | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $12610188.99  | 0.49%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716455.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        620 | PA      | $612.89       | 0.00%             | 2025-02-15      | Fixed         | 14.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3151 | PA      | $2885.78      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15602534.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17777 | PA      | $17692.79     | 0.00%             | 2025-07-02      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844950.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         68 | PA      | $70.31        | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431224.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1919 | PA      | $287.35       | 0.00%             | 2027-01-14      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950962.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6224 | PA      | $447.80       | 0.00%             | 2027-04-14      | Fixed         | 17.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1717121.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2114 | PA      | $2104.72      | 0.00%             | 2026-09-15      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437916.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4217 | PA      | $4175.67      | 0.00%             | 2027-01-18      | Fixed         | 11.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6241782.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4868 | PA      | $4625.01      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835479.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        915 | PA      | $63.06        | 0.00%             | 2025-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15697643.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18973 | PA      | $19129.48     | 0.00%             | 2027-08-20      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950959.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6552 | PA      | $971.08       | 0.00%             | 2027-04-14      | Fixed         | 26.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948992.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27827 | PA      | $27578.94     | 0.00%             | 2027-04-14      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6279862.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19957 | PA      | $18470.37     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991834132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        158 | PA      | $164.90       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5298323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        781 | PA      | $615.93       | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1744514.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2352 | PA      | $2270.70      | 0.00%             | 2025-04-07      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6288968.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1671 | PA      | $1536.64      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6140836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1332 | PA      | $1254.44      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15705051.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38000 | PA      | $38570.19     | 0.00%             | 2025-08-21      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13768624.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16564 | PA      | $16853.76     | 0.00%             | 2026-06-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4881988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41933 | PA      | $16894.69     | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299229.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5281 | PA      | $766.91       | 0.00%             | 2026-12-22      | Fixed         | 17.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         31 | PA      | $2.32         | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2078 | PA      | $1971.53      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950466.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1500 | PA      | $1486.42      | 0.00%             | 2027-04-14      | Fixed         | 15.31%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 156927320.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9210 | PA      | $8895.87      | 0.00%             | 2024-10-16      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385HJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1889 | PA      | $1877.68      | 0.00%             | 2036-12-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5808589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9393 | PA      | $9106.43      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15718781.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5764 | PA      | $5632.60      | 0.00%             | 2027-07-03      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14179362.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8261 | PA      | $8322.65      | 0.00%             | 2025-06-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                        | Toronto-Dominion Bank (The)                                                        | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   13900000 | PA      | $13790359.72  | 0.53%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6352358.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5448 | PA      | $5063.54      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Commercial Mortgage Trust                                                          | Commercial Mortgage Trust, Series 2006-GG7, Class AJ                               | CUSIP: 20173MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     836002 | PA      | $549399.34    | 0.02%             | 2038-07-10      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         62 | PA      | $62.91        | 0.00%             | 2025-02-15      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 143063671.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3619 | PA      | $3559.55      | 0.00%             | 2023-11-13      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Japan                                                                              | Japan Treasury Bills                                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        | 3726000000 | PA      | $28646532.78  | 1.11%             | 2023-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5766162.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        928 | PA      | $894.53       | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424123.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10512 | PA      | $2666.98      | 0.00%             | 2027-01-13      | Fixed         | 12.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6260192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13069 | PA      | $12205.43     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5811499.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4085 | PA      | $3710.00      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14191093.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18459 | PA      | $18532.67     | 0.00%             | 2027-06-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1718145.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8993 | PA      | $2594.54      | 0.00%             | 2027-07-15      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611588.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8505 | PA      | $8413.60      | 0.00%             | 2027-02-11      | Fixed         | 24.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          7 | PA      | $6.66         | 0.00%             | 2027-12-14      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5133 | PA      | $4875.90      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15526039.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12921 | PA      | $12978.09     | 0.00%             | 2026-08-15      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3261 | PA      | $2953.63      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16848942.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11952 | PA      | $12044.81     | 0.00%             | 2026-09-09      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        136 | PA      | $17.79        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5878513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2134 | PA      | $2072.96      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427607.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13168 | PA      | $13068.47     | 0.00%             | 2027-01-13      | Fixed         | 7.35%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949711.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2306 | PA      | $2286.60      | 0.00%             | 2027-04-14      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6288106.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7012 | PA      | $6538.72      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613952.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4038 | PA      | $4003.69      | 0.00%             | 2027-02-11      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6359467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      85049 | PA      | $79405.90     | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423329.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        839 | PA      | $833.05       | 0.00%             | 2027-01-13      | Fixed         | 10.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174823.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25149 | PA      | $23131.49     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8846 | PA      | $8474.09      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146449830.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2993 | PA      | $2930.54      | 0.00%             | 2024-01-23      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17023826.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8174 | PA      | $8273.73      | 0.00%             | 2024-08-06      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5953085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4894 | PA      | $4611.23      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4039216.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        645 | PA      | $21.63        | 0.00%             | 2032-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6303939.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11117 | PA      | $10422.18     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617675.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9022 | PA      | $2430.56      | 0.00%             | 2027-02-14      | Fixed         | 16.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5128048.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1308 | PA      | $1214.95      | 0.00%             | 2023-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1714666.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21915 | PA      | $20879.03     | 0.00%             | 2027-02-15      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6289912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14829 | PA      | $13913.28     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1646555.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20317 | PA      | $19619.67     | 0.00%             | 2026-10-29      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5912373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3735 | PA      | $1945.53      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1715167.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2403 | PA      | $31.38        | 0.00%             | 2026-09-15      | Fixed         | 30.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612774.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9498 | PA      | $668.52       | 0.00%             | 2027-07-11      | Fixed         | 28.61%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162458601.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10263 | PA      | $967.64       | 0.00%             | 2024-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6204228.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6416 | PA      | $6120.94      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14983588.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7447 | PA      | $702.54       | 0.00%             | 2027-08-25      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5728808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4473 | PA      | $4341.13      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1718304.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2406 | PA      | $2399.96      | 0.00%             | 2026-09-15      | Fixed         | 30.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1167 | PA      | $1119.39      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5877646.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1911 | PA      | $1853.58      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5885576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18291 | PA      | $15464.01     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435792.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2216 | PA      | $2183.26      | 0.00%             | 2027-01-18      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13929153.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11984 | PA      | $12135.50     | 0.00%             | 2027-04-20      | Fixed         | 9.59%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15681530.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33800 | PA      | $10856.02     | 0.00%             | 2027-08-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S6, Class PT | CUSIP: 21056AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     142996 | PA      | $133212.41    | 0.01%             | 2044-10-17      | Variable      | 11.32%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6322084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14557 | PA      | $13449.74     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6291009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8968 | PA      | $8413.13      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5956036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8998 | PA      | $8529.57      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806903.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         60 | PA      | $59.97        | 0.00%             | 2024-02-12      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6284087.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23520 | PA      | $21992.59     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427306.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1257 | PA      | $1247.81      | 0.00%             | 2027-01-13      | Fixed         | 29.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299708.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4195 | PA      | $299.03       | 0.00%             | 2026-12-22      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        985 | PA      | $907.00       | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6240143.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8729 | PA      | $8230.61      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        277 | PA      | $289.91       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708019.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3659 | PA      | $3507.80      | 0.00%             | 2025-02-15      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5935109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7679 | PA      | $7456.92      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430162.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4200 | PA      | $96.07        | 0.00%             | 2025-01-14      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                            | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                                   | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3303174 | PA      | $2988377.72   | 0.12%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991852216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         37 | PA      | $37.75        | 0.00%             | 2024-02-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857359.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $16.19        | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1673600.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8320 | PA      | $8017.11      | 0.00%             | 2026-12-25      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24800940.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15556 | PA      | $16366.06     | 0.00%             | 2024-11-27      | Fixed         | 25.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6204876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36819 | PA      | $32672.83     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5904610.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4057 | PA      | $3782.39      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991834001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        236 | PA      | $247.24       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689626.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8859 | PA      | $8410.91      | 0.00%             | 2027-02-07      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606616.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1790 | PA      | $1773.57      | 0.00%             | 2027-02-10      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                              | Bank of America Corp.                                                              | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10350000 | PA      | $10334159.01  | 0.40%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5902003.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1737 | PA      | $1654.47      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991828740.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        263 | PA      | $275.19       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2947365.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17783 | PA      | $17564.32     | 0.00%             | 2027-04-14      | Fixed         | 20.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15602128.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12748 | PA      | $12811.76     | 0.00%             | 2027-08-21      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2270088.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3761 | PA      | $3741.24      | 0.00%             | 2024-12-22      | Fixed         | 15.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603713.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3113 | PA      | $3083.09      | 0.00%             | 2027-02-10      | Fixed         | 25.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5949681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        733 | PA      | $651.02       | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1715883.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8536 | PA      | $8512.63      | 0.00%             | 2026-09-15      | Fixed         | 28.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319711.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1174 | PA      | $1079.01      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2424974.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15145 | PA      | $15026.93     | 0.00%             | 2027-01-13      | Fixed         | 28.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5891039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1353 | PA      | $1298.21      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5589101.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        610 | PA      | $598.57       | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8521 | PA      | $8239.40      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5118658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        879 | PA      | $664.77       | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6299302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      54169 | PA      | $50628.50     | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5728351.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7417 | PA      | $7228.51      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6303681.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        629 | PA      | $583.48       | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188400737.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27433 | PA      | $26552.12     | 0.00%             | 2027-04-20      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15763520.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23854 | PA      | $24026.64     | 0.00%             | 2026-08-15      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1714702.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35369 | PA      | $485.20       | 0.00%             | 2026-09-15      | Fixed         | 24.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4944 | PA      | $4572.99      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424903.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2197 | PA      | $2174.57      | 0.00%             | 2025-01-13      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        104 | PA      | $105.64       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6132304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10183 | PA      | $9753.55      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16701971.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23760 | PA      | $8436.06      | 0.00%             | 2025-09-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1714475.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5644 | PA      | $5594.06      | 0.00%             | 2026-09-15      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048156.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5356 | PA      | $5302.00      | 0.00%             | 2026-11-15      | Fixed         | 13.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188575003.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6480 | PA      | $6424.28      | 0.00%             | 2027-04-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610423.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2990 | PA      | $2957.98      | 0.00%             | 2025-02-11      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5692954.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4340 | PA      | $3877.79      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5775512.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7600 | PA      | $7306.93      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429090.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2647 | PA      | $1569.16      | 0.00%             | 2027-01-14      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295630.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6100 | PA      | $5794.60      | 0.00%             | 2026-12-21      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296988.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4608 | PA      | $4564.85      | 0.00%             | 2024-12-22      | Fixed         | 5.71%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6185855.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5462 | PA      | $4320.52      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295608.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8552 | PA      | $8438.14      | 0.00%             | 2026-12-21      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15525886.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10517 | PA      | $10686.51     | 0.00%             | 2024-08-15      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5912773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13179 | PA      | $11088.89     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991776181.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        282 | PA      | $287.30       | 0.00%             | 2025-02-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320664.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4837 | PA      | $4474.47      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991884233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        110 | PA      | $112.01       | 0.00%             | 2025-02-13      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1743971.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12157 | PA      | $11620.03     | 0.00%             | 2025-04-07      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5234147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        266 | PA      | $252.88       | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6353560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16796 | PA      | $15736.88     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047714.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9770 | PA      | $9303.29      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750289.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17932 | PA      | $17135.08     | 0.00%             | 2027-04-22      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047596.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7500 | PA      | $7436.24      | 0.00%             | 2024-11-15      | Fixed         | 10.13%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 164059283.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3370 | PA      | $3285.62      | 0.00%             | 2025-01-23      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991801116.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2611 | PA      | $2663.92      | 0.00%             | 2025-02-16      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6200440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9033 | PA      | $8610.16      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949121.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14893 | PA      | $14825.85     | 0.00%             | 2027-04-14      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 153303203.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7497 | PA      | $2718.30      | 0.00%             | 2024-07-09      | Fixed         | 28.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2433730.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44118 | PA      | $11298.57     | 0.00%             | 2027-01-14      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435013.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8308 | PA      | $8246.79      | 0.00%             | 2027-01-14      | Fixed         | 8.08%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428964.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8197 | PA      | $2410.42      | 0.00%             | 2027-01-14      | Fixed         | 29.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5924079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1356 | PA      | $1300.10      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5567445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        776 | PA      | $761.10       | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094058.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1401 | PA      | $1396.87      | 0.00%             | 2026-11-22      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14907939.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18806 | PA      | $18576.00     | 0.00%             | 2025-07-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5804574.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2822 | PA      | $2749.96      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5956156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5831 | PA      | $3430.12      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16002031.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19233 | PA      | $19509.33     | 0.00%             | 2025-08-19      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5757339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1267 | PA      | $1217.92      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5923057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3551 | PA      | $3441.36      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436166.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8280 | PA      | $8232.57      | 0.00%             | 2027-01-18      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6300193.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27307 | PA      | $25120.58     | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                      | Centene Corp.                                                                      | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2377782.00   | 0.09%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612651.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21287 | PA      | $21073.92     | 0.00%             | 2027-02-11      | Fixed         | 14.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950742.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8901 | PA      | $8821.86      | 0.00%             | 2027-04-14      | Fixed         | 13.63%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 151444001.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4100 | PA      | $3990.52      | 0.00%             | 2024-05-09      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2439293.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4177 | PA      | $4146.25      | 0.00%             | 2027-01-18      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15754577.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11017 | PA      | $3715.15      | 0.00%             | 2027-09-21      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4390406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        950 | PA      | $107.27       | 0.00%             | 2033-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293617.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5990 | PA      | $5919.04      | 0.00%             | 2026-12-21      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15573525.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13365 | PA      | $13373.17     | 0.00%             | 2024-08-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19825 | PA      | $18276.46     | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425262.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4510 | PA      | $4467.35      | 0.00%             | 2025-01-13      | Fixed         | 8.32%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6169658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2291 | PA      | $2186.65      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991867322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        261 | PA      | $188.44       | 0.00%             | 2025-02-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991824562.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         71 | PA      | $71.70        | 0.00%             | 2025-02-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6164310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3746 | PA      | $3576.61      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991814585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        830 | PA      | $861.54       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        233 | PA      | $243.01       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4889578.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6235 | PA      | $2424.30      | 0.00%             | 2023-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951170.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1273 | PA      | $1261.86      | 0.00%             | 2027-04-14      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157912310.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7868 | PA      | $7603.82      | 0.00%             | 2024-09-16      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4872471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1391 | PA      | $227.83       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4655302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        134 | PA      | $106.19       | 0.00%             | 2023-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17182782.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9353 | PA      | $9428.24      | 0.00%             | 2024-09-09      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950930.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5616 | PA      | $5579.17      | 0.00%             | 2027-04-14      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14217163.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17983 | PA      | $18221.51     | 0.00%             | 2027-06-14      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5977278.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7109 | PA      | $6854.81      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6203355.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        900 | PA      | $830.54       | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31400HFH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        167 | PA      | $164.07       | 0.00%             | 2033-03-01      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146454152.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4460 | PA      | $4339.27      | 0.00%             | 2024-03-18      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616368.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9654 | PA      | $9569.78      | 0.00%             | 2027-02-14      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604412.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1462 | PA      | $1447.47      | 0.00%             | 2025-02-10      | Fixed         | 12.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991974180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         39 | PA      | $0.63         | 0.00%             | 2023-07-16      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991848000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         73 | PA      | $74.34        | 0.00%             | 2024-02-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046773.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1097 | PA      | $1082.47      | 0.00%             | 2024-11-15      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5363132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7301 | PA      | $2182.27      | 0.00%             | 2023-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610928.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2963 | PA      | $2930.66      | 0.00%             | 2025-02-11      | Fixed         | 15.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094373.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8812 | PA      | $8290.29      | 0.00%             | 2026-11-22      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438298.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12575 | PA      | $12480.33     | 0.00%             | 2027-01-18      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605322.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16267 | PA      | $16121.73     | 0.00%             | 2027-02-10      | Fixed         | 26.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296425.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5347 | PA      | $5286.74      | 0.00%             | 2024-12-22      | Fixed         | 22.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435140.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8411 | PA      | $8346.05      | 0.00%             | 2027-06-18      | Fixed         | 30.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5751553.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1271 | PA      | $1224.16      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425077.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8218 | PA      | $8159.30      | 0.00%             | 2027-01-13      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615594.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10331 | PA      | $21.55        | 0.00%             | 2027-02-11      | Fixed         | 27.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6351662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23544 | PA      | $21992.94     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6356205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2776 | PA      | $2591.87      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5824293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17461 | PA      | $16866.33     | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2071752.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5120 | PA      | $798.09       | 0.00%             | 2026-11-22      | Fixed         | 30.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1887715.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7140 | PA      | $6712.48      | 0.00%             | 2027-03-20      | Fixed         | 13.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4587619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        289 | PA      | $162.80       | 0.00%             | 2023-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 151467501.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7859 | PA      | $7757.42      | 0.00%             | 2024-05-09      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6205761.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1658 | PA      | $1593.56      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298179.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4030 | PA      | $4011.97      | 0.00%             | 2026-12-22      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188316633.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8820 | PA      | $8695.85      | 0.00%             | 2027-04-14      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11443413.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30487 | PA      | $30919.58     | 0.00%             | 2026-05-17      | Fixed         | 10.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426314.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1715 | PA      | $1697.65      | 0.00%             | 2025-01-13      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437522.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1306 | PA      | $1286.52      | 0.00%             | 2027-01-18      | Fixed         | 20.01%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1689992.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26153 | PA      | $25211.10     | 0.00%             | 2027-01-18      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188149297.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7772 | PA      | $7787.00      | 0.00%             | 2027-04-14      | Fixed         | 27.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1721664.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5106 | PA      | $4924.95      | 0.00%             | 2025-02-15      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2707 | PA      | $2626.93      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3428606.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2130 | PA      | $18.21        | 0.00%             | 2023-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613043.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10950 | PA      | $10840.93     | 0.00%             | 2027-02-11      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5753734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5924 | PA      | $4792.74      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5889950.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2001 | PA      | $1223.11      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14326267.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28518 | PA      | $28466.09     | 0.00%             | 2027-06-19      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806920.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         76 | PA      | $78.94        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428382.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1191 | PA      | $175.65       | 0.00%             | 2027-01-13      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991821193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        171 | PA      | $178.14       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951331.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        818 | PA      | $806.70       | 0.00%             | 2025-04-14      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    5400000 | PA      | $21238.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425524.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20184 | PA      | $20058.98     | 0.00%             | 2027-01-13      | Fixed         | 29.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949385.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8374 | PA      | $8291.43      | 0.00%             | 2025-04-14      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                              | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128M7DJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48456 | PA      | $49896.60     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5902030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6569 | PA      | $6257.95      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437343.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5015 | PA      | $4977.17      | 0.00%             | 2027-01-18      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6463 | PA      | $6149.67      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6328384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2948 | PA      | $2716.12      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250678.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6059 | PA      | $5763.59      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996647.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3569 | PA      | $3135.69      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950635.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3719 | PA      | $3688.77      | 0.00%             | 2027-04-14      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 167785877.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15804 | PA      | $15003.03     | 0.00%             | 2025-03-04      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5582765.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3611 | PA      | $3505.12      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5849905.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42987 | PA      | $40644.02     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6158976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1299 | PA      | $1237.28      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14038696.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10575 | PA      | $10692.62     | 0.00%             | 2024-06-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1749730.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13268 | PA      | $12819.66     | 0.00%             | 2027-04-06      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991747996.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        601 | PA      | $613.03       | 0.00%             | 2025-02-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6051129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7466 | PA      | $6876.58      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6013787.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        853 | PA      | $828.39       | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31401GY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1281 | PA      | $1283.91      | 0.00%             | 2033-04-01      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6229129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      58816 | PA      | $52457.81     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    6000000 | PA      | $370869.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5929675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        853 | PA      | $794.97       | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6051092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2797 | PA      | $2555.09      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-51, Class PT | CUSIP: 21055HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     478286 | PA      | $452467.10    | 0.02%             | 2045-01-15      | Variable      | 15.12%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6284839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2768 | PA      | $2574.67      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2412323.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8577 | PA      | $8500.93      | 0.00%             | 2027-01-13      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612452.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9460 | PA      | $9366.54      | 0.00%             | 2027-02-11      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5244949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2796 | PA      | $1905.51      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        191 | PA      | $193.50       | 0.00%             | 2025-02-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607797.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2716 | PA      | $2673.85      | 0.00%             | 2025-02-10      | Fixed         | 28.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2398504.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        705 | PA      | $697.33       | 0.00%             | 2025-01-13      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436235.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3926 | PA      | $3865.44      | 0.00%             | 2027-01-18      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047635.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5328 | PA      | $5072.98      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6307596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38405 | PA      | $36006.08     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5811792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22333 | PA      | $20793.41     | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6283793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13466 | PA      | $12629.69     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610220.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6946 | PA      | $6851.03      | 0.00%             | 2027-02-11      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5918398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1104 | PA      | $1058.47      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3415734.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4366 | PA      | $36.59        | 0.00%             | 2023-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145280246.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2896 | PA      | $2886.14      | 0.00%             | 2023-12-31      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6221570.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16239 | PA      | $15322.97     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5149047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        862 | PA      | $811.88       | 0.00%             | 2023-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997297.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10079 | PA      | $9678.44      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2057 | PA      | $143.56       | 0.00%             | 2025-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991829098.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        545 | PA      | $568.65       | 0.00%             | 2025-02-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991845883.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1038 | PA      | $668.75       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991824463.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        118 | PA      | $118.37       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3820662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        734 | PA      | $15.01        | 0.00%             | 2032-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437166.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2107 | PA      | $2088.34      | 0.00%             | 2025-01-18      | Fixed         | 11.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5780350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1959 | PA      | $1891.91      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5470507.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        158 | PA      | $154.67       | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1493 | PA      | $1405.96      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31401BYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15511 | PA      | $15305.42     | 0.00%             | 2033-03-01      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14215775.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16012 | PA      | $16197.48     | 0.00%             | 2025-06-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        442 | PA      | $461.82       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 165919458.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20381 | PA      | $19486.53     | 0.00%             | 2025-02-03      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049311.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4717 | PA      | $4663.09      | 0.00%             | 2027-09-15      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608822.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7599 | PA      | $7523.15      | 0.00%             | 2027-02-11      | Fixed         | 28.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188565335.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20474 | PA      | $20170.69     | 0.00%             | 2025-04-25      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991827179.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        224 | PA      | $231.82       | 0.00%             | 2025-02-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991813036.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        706 | PA      | $720.89       | 0.00%             | 2024-02-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5297485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5954 | PA      | $5833.37      | 0.00%             | 2023-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603278.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4994 | PA      | $4940.79      | 0.00%             | 2027-02-10      | Fixed         | 11.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28989 | PA      | $27076.54     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        276 | PA      | $287.72       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4457642.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3469 | PA      | $799.75       | 0.00%             | 2033-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6288972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18057 | PA      | $16708.96     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6181969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27450 | PA      | $23215.02     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14349793.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26720 | PA      | $26694.47     | 0.00%             | 2025-06-26      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6043439.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1994 | PA      | $1922.57      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1888148.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3025 | PA      | $3018.76      | 0.00%             | 2026-10-20      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610541.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        895 | PA      | $881.08       | 0.00%             | 2027-02-11      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.36         | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6253588.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11513 | PA      | $10893.07     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433810.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15771 | PA      | $15639.94     | 0.00%             | 2027-01-14      | Fixed         | 21.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6309447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28899 | PA      | $26919.35     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6184622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2804 | PA      | $2697.28      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6299 | PA      | $5979.22      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5932792.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1501 | PA      | $1067.23      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996052.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1291 | PA      | $1165.84      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4927104.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7625 | PA      | $3963.38      | 0.00%             | 2023-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6151796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        941 | PA      | $895.50       | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chevron Corp.                                                                      | Chevron Corp.                                                                      | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4237598.93   | 0.16%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406BQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45047 | PA      | $45407.06     | 0.00%             | 2035-01-01      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888883.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10196 | PA      | $10123.12     | 0.00%             | 2026-10-20      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6200834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19663 | PA      | $18654.96     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836573.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1181 | PA      | $1233.80      | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256121.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2508 | PA      | $2382.71      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1688138.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29752 | PA      | $28326.56     | 0.00%             | 2027-01-12      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                   | Boeing Co. (The)                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $9619286.04   | 0.37%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5746775.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        193 | PA      | $178.07       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605681.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4453 | PA      | $4412.54      | 0.00%             | 2027-02-10      | Fixed         | 23.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11741918.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11484 | PA      | $11501.04     | 0.00%             | 2024-12-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607960.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6476 | PA      | $6412.12      | 0.00%             | 2027-02-10      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127374.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2574 | PA      | $1730.44      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6352284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3348 | PA      | $3126.52      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2609511.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11513 | PA      | $11355.59     | 0.00%             | 2027-02-11      | Fixed         | 18.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428214.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2267 | PA      | $2250.34      | 0.00%             | 2027-01-13      | Fixed         | 10.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048360.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5082 | PA      | $5030.39      | 0.00%             | 2027-04-15      | Fixed         | 14.07%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13696300.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13447 | PA      | $13669.18     | 0.00%             | 2027-05-29      | Fixed         | 13.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5814588.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1246 | PA      | $1202.05      | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14200894.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12595 | PA      | $12522.18     | 0.00%             | 2027-06-17      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822271.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        291 | PA      | $292.20       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1651390.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3265 | PA      | $3140.82      | 0.00%             | 2024-11-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34005 | PA      | $31610.13     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15028560.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15050 | PA      | $14996.37     | 0.00%             | 2027-07-22      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                                       | GS Mortgage Securities Trust, Series 2017-GS6, Class A3                            | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1896025.40   | 0.07%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708028.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1032 | PA      | $992.28       | 0.00%             | 2027-02-15      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6210738.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25967 | PA      | $24572.85     | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5854112.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3738 | PA      | $3600.36      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6050998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13529 | PA      | $12859.86     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6291078.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34859 | PA      | $32241.08     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235217.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3597 | PA      | $3102.33      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6272108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10466 | PA      | $9824.40      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5718884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21858 | PA      | $20438.05     | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434152.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14154 | PA      | $14063.80     | 0.00%             | 2027-01-14      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6023717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40678 | PA      | $37840.62     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4908081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10158 | PA      | $7828.65      | 0.00%             | 2023-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047438.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5382 | PA      | $390.70       | 0.00%             | 2026-11-15      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5959597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2119 | PA      | $1970.15      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        788 | PA      | $824.56       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4580785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1646 | PA      | $588.50       | 0.00%             | 2023-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4926818.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        302 | PA      | $256.14       | 0.00%             | 2023-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5470980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1990 | PA      | $1870.75      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1666896.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19441 | PA      | $18790.22     | 0.00%             | 2026-11-10      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4860368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        989 | PA      | $773.15       | 0.00%             | 2023-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5593205.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1039 | PA      | $968.55       | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430915.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9281 | PA      | $9166.98      | 0.00%             | 2027-01-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5877866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4407 | PA      | $3946.90      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5953507.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1431 | PA      | $1394.09      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5861010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2755 | PA      | $2594.27      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5917380.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7572 | PA      | $7346.50      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15751991.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14294 | PA      | $14477.52     | 0.00%             | 2027-08-07      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 161662827.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4328 | PA      | $4223.27      | 0.00%             | 2025-01-12      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1420000 | PA      | $-20368.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302279.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14338 | PA      | $13443.62     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                                      | Novelis Corp.                                                                      | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $906665.00    | 0.04%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5309 | PA      | $5049.51      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16151 | PA      | $15075.63     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5469109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1507 | PA      | $1280.52      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6258213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1348 | PA      | $1294.42      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049423.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6752 | PA      | $6709.31      | 0.00%             | 2026-11-15      | Fixed         | 21.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991964092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1226 | PA      | $1243.54      | 0.00%             | 2025-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811276.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        240 | PA      | $236.91       | 0.00%             | 2024-02-12      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434353.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1021 | PA      | $150.21       | 0.00%             | 2027-01-14      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4900969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3966 | PA      | $1370.30      | 0.00%             | 2023-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1744493.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16032 | PA      | $15310.43     | 0.00%             | 2025-04-07      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991855877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         66 | PA      | $68.03        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5123870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2334 | PA      | $2206.05      | 0.00%             | 2023-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1885219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        854 | PA      | $850.72       | 0.00%             | 2026-10-20      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429992.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4395 | PA      | $4354.05      | 0.00%             | 2027-01-14      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435145.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3697 | PA      | $3649.65      | 0.00%             | 2025-01-14      | Fixed         | 23.16%                | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                      | K2016470219 South Africa Ltd.                                                      | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |    1068278 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5754185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2280 | PA      | $2213.87      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14905708.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11247 | PA      | $11436.58     | 0.00%             | 2026-07-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6034780.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7958 | PA      | $7585.55      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5565902.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14584 | PA      | $11990.73     | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6291374.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12835 | PA      | $12039.59     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6001625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        279 | PA      | $259.82       | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147521.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1490 | PA      | $1432.81      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066313.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1154 | PA      | $1099.40      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5889853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3198 | PA      | $3117.12      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950387.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9176 | PA      | $9094.07      | 0.00%             | 2027-04-14      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188631141.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31931 | PA      | $31942.77     | 0.00%             | 2025-04-22      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13485093.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13293 | PA      | $13497.99     | 0.00%             | 2027-05-20      | Fixed         | 13.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2618980.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14639 | PA      | $14493.37     | 0.00%             | 2027-02-14      | Fixed         | 12.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2406518.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4290 | PA      | $4236.21      | 0.00%             | 2027-01-13      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096134.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5556 | PA      | $5482.80      | 0.00%             | 2026-11-22      | Fixed         | 22.43%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31388JK38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15327 | PA      | $15130.29     | 0.00%             | 2031-09-01      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                      | CCO Holdings LLC / CCO Holdings Capital Corp.                                      | CUSIP: 1248EPBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $499825.00    | 0.02%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297370.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11031 | PA      | $10371.09     | 0.00%             | 2027-10-22      | Fixed         | 21.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15757316.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20163 | PA      | $20214.21     | 0.00%             | 2027-09-21      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12421438.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10296 | PA      | $10456.24     | 0.00%             | 2027-03-22      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.                     | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.                     | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7821489.68   | 0.30%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-37, Class PT | CUSIP: 21054QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     216431 | PA      | $207012.73    | 0.01%             | 2044-10-17      | Variable      | 18.73%                | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                                 | Iliad Holding SASU                                                                 | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $1896480.00   | 0.07%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5820982.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3434 | PA      | $3355.24      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13920277.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19802 | PA      | $19904.65     | 0.00%             | 2027-04-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991790361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         78 | PA      | $79.11        | 0.00%             | 2025-02-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298345.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1517 | PA      | $1510.98      | 0.00%             | 2026-12-22      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048896.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1266 | PA      | $1247.83      | 0.00%             | 2026-11-15      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5813349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2595 | PA      | $2510.06      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4186988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        375 | PA      | $23.91        | 0.00%             | 2032-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425208.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5863 | PA      | $5820.77      | 0.00%             | 2027-01-13      | Fixed         | 9.97%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611811.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1472 | PA      | $1457.62      | 0.00%             | 2025-02-11      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1695328.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2842 | PA      | $2726.03      | 0.00%             | 2025-01-14      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17100593.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18270 | PA      | $18581.18     | 0.00%             | 2026-09-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12674952.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14978 | PA      | $15137.76     | 0.00%             | 2026-08-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1660869.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7636 | PA      | $7270.20      | 0.00%             | 2026-11-16      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14341730.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13468 | PA      | $13496.85     | 0.00%             | 2027-06-27      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2039266.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3686 | PA      | $3647.67      | 0.00%             | 2026-11-15      | Fixed         | 10.56%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14194688.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8517 | PA      | $2985.81      | 0.00%             | 2025-06-06      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4668525.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        412 | PA      | $86.70        | 0.00%             | 2023-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5895434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        879 | PA      | $774.84       | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        761 | PA      | $166.19       | 0.00%             | 2025-02-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA Connecticut Avenue Securities, Series 2015-C02, Class 1M2                     | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    2760813 | PA      | $2818141.00   | 0.11%             | 2025-05-25      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4706260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3411 | PA      | $2094.93      | 0.00%             | 2023-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1714524.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5394 | PA      | $-30.18       | -0.00%            | 2026-09-15      | Fixed         | 30.07%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16318783.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17201 | PA      | $17319.31     | 0.00%             | 2027-07-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5914110.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3271 | PA      | $3134.94      | 0.00%             | 2024-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048530.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26956 | PA      | $26768.74     | 0.00%             | 2027-04-15      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4565005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        954 | PA      | $560.99       | 0.00%             | 2023-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6162963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12243 | PA      | $11494.52     | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1716481.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21997 | PA      | $21676.32     | 0.00%             | 2027-07-15      | Fixed         | 26.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6353035.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42020 | PA      | $38967.74     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5888259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2634 | PA      | $2535.82      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428997.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2409 | PA      | $2385.95      | 0.00%             | 2025-01-14      | Fixed         | 8.05%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155815338.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4250 | PA      | $4194.73      | 0.00%             | 2024-07-25      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6303448.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21293 | PA      | $19838.28     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606361.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10218 | PA      | $10083.45     | 0.00%             | 2027-12-10      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5973834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1246 | PA      | $1141.88      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.03         | 0.00%             | 2028-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5576667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1743 | PA      | $1636.61      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5281103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8490 | PA      | $4193.26      | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1752091.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31301 | PA      | $29834.11     | 0.00%             | 2027-04-22      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2572476.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12626 | PA      | $12511.34     | 0.00%             | 2027-02-10      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        149 | PA      | $99.80        | 0.00%             | 2025-02-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047586.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1983 | PA      | $1968.13      | 0.00%             | 2026-11-15      | Fixed         | 24.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4660991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         72 | PA      | $57.53        | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5933928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3814 | PA      | $2627.16      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150328755.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3973 | PA      | $3840.76      | 0.00%             | 2024-07-17      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16652517.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18887 | PA      | $19154.64     | 0.00%             | 2027-09-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430969.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2839 | PA      | $9.45         | 0.00%             | 2027-01-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693753.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2481 | PA      | $2407.08      | 0.00%             | 2025-01-21      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423548.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2338 | PA      | $2323.73      | 0.00%             | 2027-01-13      | Fixed         | 30.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608126.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4300 | PA      | $4254.77      | 0.00%             | 2027-02-10      | Fixed         | 22.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6224651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1825 | PA      | $1611.70      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14163543.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27428 | PA      | $27329.26     | 0.00%             | 2027-05-05      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 156204742.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10929 | PA      | $1029.51      | 0.00%             | 2024-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5831066.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2524 | PA      | $2445.07      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807992.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        266 | PA      | $278.12       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951714.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12435 | PA      | $12327.66     | 0.00%             | 2027-04-14      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5757227.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        669 | PA      | $653.57       | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        493 | PA      | $477.46       | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094402.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3006 | PA      | $2857.06      | 0.00%             | 2026-11-22      | Fixed         | 28.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22114 | PA      | $21033.54     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6035955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        584 | PA      | $562.45       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14688569.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32165 | PA      | $32440.55     | 0.00%             | 2026-07-17      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Armada Euro CLO IV DAC                                                             | Armada Euro CLO IV DAC, Series 4A, Class B                                         | CUSIP: N/A<br>LEI: 549300DE6MWQ8YQI0O46       | Long             | ABS-CBDO         | CORP              | IE        |   12400000 | PA      | $12888134.25  | 0.50%             | 2033-07-15      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950202.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19771 | PA      | $19625.00     | 0.00%             | 2027-04-14      | Fixed         | 24.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6025563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6715 | PA      | $6487.15      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4549873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        201 | PA      | $160.56       | 0.00%             | 2023-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5985085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6202 | PA      | $3827.38      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        662 | PA      | $46.28        | 0.00%             | 2025-02-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14919947.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26555 | PA      | $26420.15     | 0.00%             | 2025-06-05      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428882.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5340 | PA      | $5307.56      | 0.00%             | 2027-01-14      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6352934.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12966 | PA      | $12148.08     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427065.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6938 | PA      | $6898.92      | 0.00%             | 2027-01-13      | Fixed         | 6.14%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5779947.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3553 | PA      | $3416.51      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5813408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5016 | PA      | $4818.60      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188593509.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6510 | PA      | $6480.60      | 0.00%             | 2027-04-21      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6290073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10172 | PA      | $9550.54      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5162690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1415 | PA      | $1375.95      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1646513.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12325 | PA      | $11802.16     | 0.00%             | 2026-10-29      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12408445.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11701 | PA      | $11645.50     | 0.00%             | 2027-03-19      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612180.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7719 | PA      | $4435.12      | 0.00%             | 2027-07-11      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5597616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12926 | PA      | $11492.07     | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991858193.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        150 | PA      | $150.23       | 0.00%             | 2024-02-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296399.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8396 | PA      | $8319.54      | 0.00%             | 2026-12-21      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4890877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10331 | PA      | $7656.63      | 0.00%             | 2023-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5802372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5979 | PA      | $5037.11      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427636.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5131 | PA      | $5098.78      | 0.00%             | 2027-01-13      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14122876.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32918 | PA      | $32840.87     | 0.00%             | 2027-07-20      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5764032.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4984 | PA      | $4775.98      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6224598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3354 | PA      | $3154.65      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991851816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        173 | PA      | $15.37        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5779183.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4011 | PA      | $3895.70      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5857157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2692 | PA      | $2631.02      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5090985.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        704 | PA      | $425.88       | 0.00%             | 2023-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049072.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1661 | PA      | $1648.73      | 0.00%             | 2026-11-15      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4508723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6372 | PA      | $1486.85      | 0.00%             | 2023-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 992003412.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        226 | PA      | $227.91       | 0.00%             | 2025-02-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5266476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4839 | PA      | $1184.12      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991824556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          5 | PA      | $1.81         | 0.00%             | 2027-09-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15716641.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8814 | PA      | $8690.68      | 0.00%             | 2025-07-06      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849814.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        415 | PA      | $427.25       | 0.00%             | 2025-02-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        120 | PA      | $123.00       | 0.00%             | 2025-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6278372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43480 | PA      | $40564.60     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6308505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9851 | PA      | $9233.89      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5719802.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1221 | PA      | $919.64       | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5109707.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1079 | PA      | $905.48       | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1718329.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3222 | PA      | $3184.16      | 0.00%             | 2026-09-15      | Fixed         | 15.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435640.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4655 | PA      | $709.11       | 0.00%             | 2027-01-18      | Fixed         | 28.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426646.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2234 | PA      | $2205.44      | 0.00%             | 2025-01-13      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5810175.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4626 | PA      | $4384.87      | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693747.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4204 | PA      | $4047.24      | 0.00%             | 2027-01-12      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2421481.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1716 | PA      | $1698.34      | 0.00%             | 2025-01-14      | Fixed         | 5.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4457 | PA      | $4223.65      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14044460.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11467 | PA      | $11655.98     | 0.00%             | 2027-06-27      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5774288.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3485 | PA      | $3373.98      | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5040230.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         80 | PA      | $75.79        | 0.00%             | 2023-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ellington CLO III Ltd.                                                             | Ellington CLO III Ltd., Series 2018-3A, Class A1                                   | CUSIP: 28852LAA1<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | US        |    3613250 | PA      | $3582445.31   | 0.14%             | 2030-07-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716305.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4064 | PA      | $4012.13      | 0.00%             | 2026-09-15      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951339.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15383 | PA      | $15250.95     | 0.00%             | 2027-04-14      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297887.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7546 | PA      | $7483.26      | 0.00%             | 2026-12-22      | Fixed         | 14.01%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188611568.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2600 | PA      | $2605.49      | 0.00%             | 2025-04-21      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5973590.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9895 | PA      | $9392.29      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6239643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21818 | PA      | $20847.18     | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14171682.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19136 | PA      | $6549.83      | 0.00%             | 2027-06-17      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13484260.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15939 | PA      | $15860.86     | 0.00%             | 2027-05-14      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5952257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1615 | PA      | $1569.55      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996937.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16865 | PA      | $16139.07     | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6187243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9263 | PA      | $8783.43      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        143 | PA      | $18.89        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5622466.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1406 | PA      | $611.07       | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750048.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13331 | PA      | $12696.56     | 0.00%             | 2027-04-06      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5172460.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2613 | PA      | $2367.17      | 0.00%             | 2023-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5380160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1022 | PA      | $876.14       | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188585972.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15311 | PA      | $15099.19     | 0.00%             | 2025-04-21      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5184429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4296 | PA      | $3722.67      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5813662.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3008 | PA      | $2916.78      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5026306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5011 | PA      | $3712.16      | 0.00%             | 2023-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948980.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1619 | PA      | $473.36       | 0.00%             | 2027-04-14      | Fixed         | 29.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15745269.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14760 | PA      | $14806.59     | 0.00%             | 2027-08-21      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13846094.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6768 | PA      | $6784.83      | 0.00%             | 2027-04-16      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047989.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17971 | PA      | $17833.47     | 0.00%             | 2027-04-15      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6030645.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1361 | PA      | $1299.17      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4981972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1317 | PA      | $1100.42      | 0.00%             | 2023-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                               | Mitsubishi UFJ Financial Group, Inc.                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10700000 | PA      | $10690054.89  | 0.41%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949083.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5318 | PA      | $1521.43      | 0.00%             | 2027-09-14      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         32 | PA      | $32.29        | 0.00%             | 2024-02-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6224683.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7054 | PA      | $5398.13      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3367 | PA      | $3336.71      | 0.00%             | 2024-12-22      | Fixed         | 10.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        232 | PA      | $242.67       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6025673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21772 | PA      | $20909.86     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15879111.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34471 | PA      | $7463.02      | 0.00%             | 2027-08-22      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6245981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8844 | PA      | $8300.33      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14337562.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40316 | PA      | $40779.11     | 0.00%             | 2025-06-13      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991963236.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        185 | PA      | $189.35       | 0.00%             | 2025-02-14      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5940685.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5788 | PA      | $4609.14      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                            | Talen Energy Supply LLC                                                            | CUSIP: 87422VAE8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $497250.00    | 0.02%             | 2026-01-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                     | FHLMC STACR Debt Notes, Series 2014-HQ2, Class M3                                  | CUSIP: 3137G0CH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    5586619 | PA      | $5735933.42   | 0.22%             | 2024-09-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6211470.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7153 | PA      | $6767.35      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1717945.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4136 | PA      | $4095.42      | 0.00%             | 2024-09-15      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6216993.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6387 | PA      | $5986.42      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2040394.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2299 | PA      | $2179.81      | 0.00%             | 2026-11-15      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6039335.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2635 | PA      | $2528.01      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6151834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1812 | PA      | $1717.00      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991761161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        491 | PA      | $497.57       | 0.00%             | 2025-02-13      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5552199.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        605 | PA      | $531.11       | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432009.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16592 | PA      | $16469.94     | 0.00%             | 2027-01-14      | Fixed         | 8.47%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5929445.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4628 | PA      | $4471.15      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6299231.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4205 | PA      | $3889.25      | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2652 | PA      | $2572.78      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5641323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        400 | PA      | $334.67       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17457181.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9429 | PA      | $9539.87      | 0.00%             | 2027-08-12      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617531.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9405 | PA      | $9311.24      | 0.00%             | 2025-02-14      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3487584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2184 | PA      | $28.56        | 0.00%             | 2023-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818462.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         87 | PA      | $87.29        | 0.00%             | 2024-02-14      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5575109.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        691 | PA      | $634.99       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614602.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17962 | PA      | $17741.44     | 0.00%             | 2027-02-11      | Fixed         | 27.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951121.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13845 | PA      | $13748.39     | 0.00%             | 2027-04-14      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693711.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8826 | PA      | $8499.94      | 0.00%             | 2027-01-25      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5903177.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1643 | PA      | $1525.80      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849884.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        695 | PA      | $721.15       | 0.00%             | 2025-02-12      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1688543.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12899 | PA      | $12280.92     | 0.00%             | 2027-01-13      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991848382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         98 | PA      | $6.85         | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         17 | PA      | $2.45         | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 151810309.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6660 | PA      | $6492.48      | 0.00%             | 2024-05-24      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6158539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2470 | PA      | $2351.52      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6280608.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2248 | PA      | $2069.14      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607076.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21881 | PA      | $21665.44     | 0.00%             | 2027-02-10      | Fixed         | 16.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5945430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4000 | PA      | $3814.94      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5534237.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6656 | PA      | $3428.29      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13173 | PA      | $12122.41     | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1695322.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2488 | PA      | $2399.04      | 0.00%             | 2025-01-14      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991724808.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        594 | PA      | $589.71       | 0.00%             | 2025-02-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604743.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11226 | PA      | $11114.51     | 0.00%             | 2027-02-10      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991769114.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        496 | PA      | $505.56       | 0.00%             | 2025-02-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5972484.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27832 | PA      | $25828.60     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4459169.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        642 | PA      | $160.53       | 0.00%             | 2033-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403AX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10765 | PA      | $10589.21     | 0.00%             | 2033-10-01      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237803.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5247 | PA      | $5035.05      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5588749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3476 | PA      | $3389.80      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14197185.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18557 | PA      | $18448.29     | 0.00%             | 2027-06-12      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6009377.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46609 | PA      | $42772.78     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4908604.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2975 | PA      | $1209.94      | 0.00%             | 2023-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6287076.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16630 | PA      | $15339.05     | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5320036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        504 | PA      | $451.86       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5625769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        416 | PA      | $367.95       | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2288895.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2772 | PA      | $2605.68      | 0.00%             | 2026-12-21      | Fixed         | 8.82%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402QTK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23185 | PA      | $22789.73     | 0.00%             | 2034-11-01      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4556569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18356 | PA      | $4099.16      | 0.00%             | 2023-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1687695.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2430 | PA      | $350.93       | 0.00%             | 2026-09-15      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6168644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5221 | PA      | $5009.89      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609282.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5899 | PA      | $3487.55      | 0.00%             | 2027-02-10      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3245 | PA      | $3003.55      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6190157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        530 | PA      | $510.60       | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432338.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8250 | PA      | $8167.47      | 0.00%             | 2025-01-14      | Fixed         | 6.53%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4621187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        310 | PA      | $175.53       | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4147030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        346 | PA      | $18.40        | 0.00%             | 2032-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2698 | PA      | $2589.60      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614021.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9568 | PA      | $9479.47      | 0.00%             | 2027-02-11      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1696093.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12869 | PA      | $12310.55     | 0.00%             | 2027-01-18      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 159138425.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1300 | PA      | $71.55        | 0.00%             | 2023-05-23      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2045584.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5652 | PA      | $5619.13      | 0.00%             | 2026-11-15      | Fixed         | 27.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295873.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24855 | PA      | $24673.85     | 0.00%             | 2026-12-21      | Fixed         | 11.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951142.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6956 | PA      | $6852.65      | 0.00%             | 2027-04-14      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13824334.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11646 | PA      | $11572.54     | 0.00%             | 2025-05-25      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147968.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4666 | PA      | $4449.20      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14176796.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21641 | PA      | $21929.84     | 0.00%             | 2026-05-06      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808466.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        182 | PA      | $190.30       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| United States of America                                                           | U.S. Treasury Notes                                                                | CUSIP: 9128285K2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52000000 | PA      | $51274668.64  | 1.98%             | 2023-10-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        140 | PA      | $146.22       | 0.00%             | 2025-02-15      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 141355465.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3862 | PA      | $3802.68      | 0.00%             | 2023-10-04      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5883307.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3493 | PA      | $3372.28      | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165818.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17214 | PA      | $16220.13     | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5954749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4538 | PA      | $4310.67      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6315476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14099 | PA      | $13124.44     | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048180.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18215 | PA      | $1328.40      | 0.00%             | 2026-11-15      | Fixed         | 17.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4932557.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        858 | PA      | $627.78       | 0.00%             | 2023-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047561.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5036 | PA      | $1476.87      | 0.00%             | 2024-11-15      | Fixed         | 27.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2036 | PA      | $1955.36      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616226.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5201 | PA      | $5130.43      | 0.00%             | 2027-02-14      | Fixed         | 14.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144718606.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10066 | PA      | $9951.92      | 0.00%             | 2024-02-10      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991878878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         18 | PA      | $17.68        | 0.00%             | 2025-02-12      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611637.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4651 | PA      | $4603.27      | 0.00%             | 2025-02-11      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25293 | PA      | $24166.09     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13609952.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33728 | PA      | $34081.85     | 0.00%             | 2025-06-04      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610616.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9464 | PA      | $9384.15      | 0.00%             | 2027-02-11      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6351969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22515 | PA      | $20965.01     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6318 | PA      | $6017.97      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438088.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4295 | PA      | $4267.10      | 0.00%             | 2027-01-18      | Fixed         | 28.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5966893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        228 | PA      | $214.10       | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6248717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19812 | PA      | $18244.40     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5806894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1668 | PA      | $1616.96      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991897034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         62 | PA      | $62.78        | 0.00%             | 2025-02-13      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948843.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9251 | PA      | $9173.05      | 0.00%             | 2027-04-14      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949160.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11770 | PA      | $823.58       | 0.00%             | 2027-04-14      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603919.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        989 | PA      | $976.96       | 0.00%             | 2027-02-10      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299410.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5269 | PA      | $5246.14      | 0.00%             | 2026-12-22      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Sirius XM Radio, Inc.                                                              | Sirius XM Radio, Inc.                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1803090.72   | 0.07%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                    | Nordea Bank Abp                                                                    | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    3800000 | PA      | $3798965.94   | 0.15%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15600789.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7118 | PA      | $7136.07      | 0.00%             | 2027-08-10      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5058089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14656 | PA      | $12400.11     | 0.00%             | 2023-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5552696.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11087 | PA      | $6579.59      | 0.00%             | 2023-12-14      | 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      | $-45691.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5742243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        874 | PA      | $850.68       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693717.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10757 | PA      | $10309.66     | 0.00%             | 2025-01-12      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022790.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        767 | PA      | $705.29       | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611111.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2477 | PA      | $2445.69      | 0.00%             | 2025-02-11      | Fixed         | 20.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5881441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8782 | PA      | $8540.09      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16062858.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8095 | PA      | $8139.59      | 0.00%             | 2024-08-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615821.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3698 | PA      | $3647.32      | 0.00%             | 2027-07-14      | Fixed         | 16.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047421.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6311 | PA      | $6255.21      | 0.00%             | 2027-04-15      | Fixed         | 22.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4468040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        795 | PA      | $204.74       | 0.00%             | 2033-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296315.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4349 | PA      | $4327.30      | 0.00%             | 2026-12-21      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5966951.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1820 | PA      | $1764.17      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617141.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6359 | PA      | $6322.20      | 0.00%             | 2027-02-14      | Fixed         | 5.84%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614217.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2241 | PA      | $2219.00      | 0.00%             | 2027-02-11      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        128 | PA      | $8.90         | 0.00%             | 2025-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991810494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        304 | PA      | $22.77        | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 155334080.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15683 | PA      | $15258.90     | 0.00%             | 2024-07-29      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297567.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         44 | PA      | $43.14        | 0.00%             | 2026-12-22      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1658775.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28536 | PA      | $27389.28     | 0.00%             | 2026-11-02      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6192730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      68265 | PA      | $64455.32     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432301.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4125 | PA      | $4102.61      | 0.00%             | 2027-01-14      | Fixed         | 6.51%                 | No            |                  3 | On Loan: No      |
| Analog Devices, Inc.                                                               | Analog Devices, Inc.                                                               | CUSIP: 032654AZ8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     800000 | PA      | $768955.61    | 0.03%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2328 | PA      | $2229.26      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604174.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4470 | PA      | $4422.39      | 0.00%             | 2025-02-10      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148398539.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1679 | PA      | $1648.69      | 0.00%             | 2024-03-05      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5851602.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1545 | PA      | $1383.24      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298313.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12942 | PA      | $12800.11     | 0.00%             | 2026-12-22      | Fixed         | 17.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2049349.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1409 | PA      | $1401.10      | 0.00%             | 2026-11-15      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4631665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4254 | PA      | $1366.57      | 0.00%             | 2023-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Mexican States                                                              | Mexico Government Bond                                                             | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1600000 | PA      | $1645759.55   | 0.06%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750534.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7871 | PA      | $7599.24      | 0.00%             | 2025-04-07      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14866669.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11784 | PA      | $11797.98     | 0.00%             | 2025-07-17      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15575823.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9872 | PA      | $9832.97      | 0.00%             | 2027-08-11      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5971088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4910 | PA      | $3911.69      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299972.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1609 | PA      | $1602.92      | 0.00%             | 2026-12-22      | Fixed         | 30.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428904.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3438 | PA      | $3403.69      | 0.00%             | 2025-01-14      | Fixed         | 6.39%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 164040576.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14467 | PA      | $13690.95     | 0.00%             | 2025-07-12      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046952.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2597 | PA      | $2561.39      | 0.00%             | 2027-04-15      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2618466.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19208 | PA      | $19096.16     | 0.00%             | 2027-02-14      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1717659.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2542 | PA      | $2509.26      | 0.00%             | 2026-09-15      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5654580.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4626 | PA      | $4225.94      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2066 | PA      | $2025.26      | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5861406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7069 | PA      | $6505.90      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047467.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5528 | PA      | $5223.93      | 0.00%             | 2024-11-15      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5334819.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1935 | PA      | $1859.39      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607282.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5547 | PA      | $5492.77      | 0.00%             | 2027-02-10      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15686162.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18419 | PA      | $18204.46     | 0.00%             | 2027-07-05      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2572 | PA      | $2430.50      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5044278.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5451 | PA      | $1790.03      | 0.00%             | 2023-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         35 | PA      | $35.04        | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 167746704.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16275 | PA      | $14827.11     | 0.00%             | 2025-03-28      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5738624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        441 | PA      | $432.97       | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11750761.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4243 | PA      | $1406.88      | 0.00%             | 2025-01-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294834.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        851 | PA      | $834.99       | 0.00%             | 2026-12-21      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16072518.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45084 | PA      | $45770.33     | 0.00%             | 2026-08-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5757275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1924 | PA      | $1735.68      | 0.00%             | 2024-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1702474.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19129 | PA      | $18476.52     | 0.00%             | 2025-02-02      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842993.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        157 | PA      | $164.31       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1720959.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7445 | PA      | $7136.53      | 0.00%             | 2025-02-15      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613730.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20071 | PA      | $19867.21     | 0.00%             | 2025-02-11      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823139.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        218 | PA      | $30.59        | 0.00%             | 2024-02-13      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428256.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12849 | PA      | $12687.15     | 0.00%             | 2027-01-13      | Fixed         | 16.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6149841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7317 | PA      | $6820.82      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433122.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8801 | PA      | $8744.98      | 0.00%             | 2027-01-14      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385RXJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6794 | PA      | $6718.46      | 0.00%             | 2026-11-01      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188631251.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17969 | PA      | $17875.34     | 0.00%             | 2027-04-22      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1702050.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8667 | PA      | $8270.36      | 0.00%             | 2027-01-14      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615304.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32572 | PA      | $32253.30     | 0.00%             | 2027-02-11      | Fixed         | 13.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6283126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35184 | PA      | $32629.29     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296515.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2605 | PA      | $2593.03      | 0.00%             | 2026-12-22      | Fixed         | 22.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5956922.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13193 | PA      | $12454.96     | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15872992.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17595 | PA      | $17854.35     | 0.00%             | 2026-08-28      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807652.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1687 | PA      | $-32.35       | -0.00%            | 2025-02-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991862779.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1029 | PA      | $673.12       | 0.00%             | 2025-02-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5764801.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        849 | PA      | $825.95       | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1749376.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4987 | PA      | $4707.82      | 0.00%             | 2027-04-10      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4810478.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17092 | PA      | $5314.88      | 0.00%             | 2023-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5850974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2935 | PA      | $2829.18      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949220.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7167 | PA      | $7115.72      | 0.00%             | 2027-04-14      | Fixed         | 9.21%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617430.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12088 | PA      | $11903.95     | 0.00%             | 2025-02-14      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296865.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9093 | PA      | $655.70       | 0.00%             | 2026-12-22      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6002115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1572 | PA      | $1521.67      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188574271.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25715 | PA      | $25523.99     | 0.00%             | 2027-04-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4532929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2477 | PA      | $750.59       | 0.00%             | 2023-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Netflix, Inc.                                                                      | Netflix, Inc.                                                                      | CUSIP: 64110LAG1<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1810800.00   | 0.07%             | 2024-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5778969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6261 | PA      | $5878.73      | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6196374.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7429 | PA      | $7046.41      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430681.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26469 | PA      | $26326.27     | 0.00%             | 2027-01-14      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293609.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3779 | PA      | $3756.16      | 0.00%             | 2024-12-21      | Fixed         | 16.79%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 25702486.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9695 | PA      | $10299.17     | 0.00%             | 2025-01-17      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 158272069.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8222 | PA      | $7947.16      | 0.00%             | 2024-09-18      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1169 | PA      | $1079.45      | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237968.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1812 | PA      | $1703.01      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13823472.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33618 | PA      | $33797.38     | 0.00%             | 2026-06-03      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5893711.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        426 | PA      | $413.26       | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11712261.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13865 | PA      | $13727.02     | 0.00%             | 2027-02-03      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5317914.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2531 | PA      | $2487.12      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297511.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7109 | PA      | $7028.24      | 0.00%             | 2024-12-22      | Fixed         | 21.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047582.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4051 | PA      | $3988.68      | 0.00%             | 2025-04-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991832534.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1376 | PA      | $1429.18      | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610585.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21249 | PA      | $21088.69     | 0.00%             | 2027-02-11      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048098.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4919 | PA      | $4872.36      | 0.00%             | 2026-11-15      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        124 | PA      | $127.36       | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607135.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2454 | PA      | $2433.46      | 0.00%             | 2027-02-11      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6003035.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40734 | PA      | $38604.63     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 168302195.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        139 | PA      | $139.54       | 0.00%             | 2023-03-13      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5562845.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        296 | PA      | $281.12       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6061656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2374 | PA      | $2269.39      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                   | GE HealthCare Technologies, Inc.                                                   | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2824869.80   | 0.11%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4290 | PA      | $4243.97      | 0.00%             | 2026-12-22      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14902078.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22742 | PA      | $23020.66     | 0.00%             | 2027-07-07      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162770667.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12396 | PA      | $11905.26     | 0.00%             | 2024-12-04      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606288.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6452 | PA      | $6399.39      | 0.00%             | 2027-02-10      | Fixed         | 9.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6307006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37181 | PA      | $34413.18     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5763893.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3493 | PA      | $3364.86      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427070.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3013 | PA      | $2993.32      | 0.00%             | 2027-01-13      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1648237.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4991 | PA      | $4834.26      | 0.00%             | 2024-10-26      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5762467.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2052 | PA      | $1723.27      | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991831792.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        382 | PA      | $28.47        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5935625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12528 | PA      | $12261.68     | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611011.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13858 | PA      | $13715.15     | 0.00%             | 2027-02-11      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                                | Societe Generale SA                                                                | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3900000 | PA      | $3457910.20   | 0.13%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148255751.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4368 | PA      | $4266.48      | 0.00%             | 2024-03-05      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         25 | PA      | $25.62        | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        737 | PA      | $712.79       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1717768.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1831 | PA      | $1756.99      | 0.00%             | 2027-02-28      | Fixed         | 26.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048520.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14397 | PA      | $3936.61      | 0.00%             | 2024-11-15      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Williams Cos., Inc. (The)                                                          | Williams Cos., Inc. (The)                                                          | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2250242.95   | 0.09%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886414.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1419 | PA      | $1343.47      | 0.00%             | 2024-10-20      | Fixed         | 28.39%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15718443.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24021 | PA      | $24054.04     | 0.00%             | 2027-09-20      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4513287.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12361 | PA      | $2831.35      | 0.00%             | 2023-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2433285.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6953 | PA      | $6904.72      | 0.00%             | 2027-01-14      | Fixed         | 26.57%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14882473.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36582 | PA      | $37102.08     | 0.00%             | 2026-07-17      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991831697.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        251 | PA      | $257.50       | 0.00%             | 2025-02-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949243.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5595 | PA      | $5570.53      | 0.00%             | 2027-04-14      | Fixed         | 7.90%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13986857.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13903 | PA      | $13919.77     | 0.00%             | 2027-06-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6309024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        953 | PA      | $875.05       | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1378 | PA      | $1276.07      | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295156.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1925 | PA      | $1828.99      | 0.00%             | 2026-12-21      | Fixed         | 30.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5673215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8653 | PA      | $8437.80      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        298 | PA      | $309.40       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991778146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        184 | PA      | $185.15       | 0.00%             | 2024-02-10      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14189826.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24147 | PA      | $24471.61     | 0.00%             | 2025-06-18      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15043711.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9108 | PA      | $9073.00      | 0.00%             | 2026-07-12      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5850828.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2230 | PA      | $2158.16      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11751120.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32613 | PA      | $33080.75     | 0.00%             | 2026-12-23      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6291577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        789 | PA      | $727.54       | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425278.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1165 | PA      | $1146.73      | 0.00%             | 2027-01-14      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433991.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5665 | PA      | $5622.05      | 0.00%             | 2027-01-14      | Fixed         | 7.94%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435425.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5257 | PA      | $5177.28      | 0.00%             | 2027-01-14      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5911930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3949 | PA      | $3778.36      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         85 | PA      | $83.95        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6288212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9873 | PA      | $9206.09      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295422.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3199 | PA      | $929.21       | 0.00%             | 2026-12-21      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| City of Cincinnati OH                                                              | City of Cincinnati, Series 2015 A                                                  | CUSIP: 172217X55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      60000 | PA      | $63731.32     | 0.00%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991813506.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         81 | PA      | $82.79        | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11693652.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7299 | PA      | $7375.59      | 0.00%             | 2024-02-05      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2537180.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1195 | PA      | $712.96       | 0.00%             | 2027-02-11      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3622745.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5722 | PA      | $67.22        | 0.00%             | 2023-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        140 | PA      | $146.55       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1460 | PA      | $1248.10      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047086.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2674 | PA      | $2657.83      | 0.00%             | 2024-11-15      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5819213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        929 | PA      | $902.86       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434298.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2931 | PA      | $2912.99      | 0.00%             | 2027-01-14      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1701786.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2190 | PA      | $2113.68      | 0.00%             | 2025-01-13      | Fixed         | 20.01%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188630360.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19944 | PA      | $19776.90     | 0.00%             | 2027-04-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6274063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2734 | PA      | $2566.24      | 0.00%             | 2024-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616717.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2241 | PA      | $2221.02      | 0.00%             | 2027-02-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-10846360.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24531 | PA      | $24940.61     | 0.00%             | 2025-11-30      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5992475.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1074 | PA      | $982.69       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991793202.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        390 | PA      | $264.87       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298273.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23090 | PA      | $21723.57     | 0.00%             | 2026-12-22      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31404JS55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        157 | PA      | $153.67       | 0.00%             | 2034-03-01      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17010427.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13385 | PA      | $13541.85     | 0.00%             | 2025-07-25      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6131544.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        912 | PA      | $869.23       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         53 | PA      | $54.01        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826346.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         26 | PA      | $26.41        | 0.00%             | 2024-02-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 992001641.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        231 | PA      | $234.32       | 0.00%             | 2025-02-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610880.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8560 | PA      | $8474.64      | 0.00%             | 2027-02-11      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048019.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1154 | PA      | $1147.43      | 0.00%             | 2024-11-15      | Fixed         | 19.76%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1700814.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10796 | PA      | $10346.95     | 0.00%             | 2025-01-12      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2025322.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3602 | PA      | $3417.12      | 0.00%             | 2026-11-15      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5313783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        654 | PA      | $615.67       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2618465.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8869 | PA      | $8745.18      | 0.00%             | 2027-02-14      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708889.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15446 | PA      | $14909.85     | 0.00%             | 2025-02-20      | Fixed         | 12.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430438.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3406 | PA      | $3354.18      | 0.00%             | 2027-01-14      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437289.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16404 | PA      | $16307.79     | 0.00%             | 2027-01-18      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5972257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5846 | PA      | $5348.19      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31411SM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7125 | PA      | $7266.80      | 0.00%             | 2037-02-01      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094924.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2878 | PA      | $206.22       | 0.00%             | 2027-04-22      | Fixed         | 20.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22446 | PA      | $22320.77     | 0.00%             | 2027-01-13      | Fixed         | 6.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6315256.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4231 | PA      | $3915.09      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14132105.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28271 | PA      | $28157.63     | 0.00%             | 2027-06-17      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048375.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5758 | PA      | $5664.89      | 0.00%             | 2027-04-15      | Fixed         | 21.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5714794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24590 | PA      | $23525.29     | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173185.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2146 | PA      | $2027.73      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304171.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1177 | PA      | $1088.16      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096384.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8022 | PA      | $7999.57      | 0.00%             | 2026-11-22      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5127903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        172 | PA      | $164.45       | 0.00%             | 2023-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         38 | PA      | $38.46        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608264.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21726 | PA      | $21424.67     | 0.00%             | 2027-02-10      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048717.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        229 | PA      | $226.21       | 0.00%             | 2024-11-15      | Fixed         | 14.61%                | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    2300000 | PA      | $26495.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5618906.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2590 | PA      | $875.47       | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094312.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26079 | PA      | $26004.65     | 0.00%             | 2026-11-22      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6192019.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1795 | PA      | $1685.92      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049043.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13617 | PA      | $13509.15     | 0.00%             | 2026-11-15      | Fixed         | 8.02%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 22732959.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12908 | PA      | $13577.23     | 0.00%             | 2024-10-03      | Fixed         | 28.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431901.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9761 | PA      | $9664.26      | 0.00%             | 2027-01-14      | Fixed         | 9.92%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293347.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25773 | PA      | $25404.58     | 0.00%             | 2026-12-21      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951308.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1012 | PA      | $997.61       | 0.00%             | 2027-04-14      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429292.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9940 | PA      | $9866.45      | 0.00%             | 2027-01-14      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6314969.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6124 | PA      | $5652.25      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428102.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4233 | PA      | $50.76        | 0.00%             | 2027-01-14      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5938393.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7500 | PA      | $7191.16      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         80 | PA      | $82.46        | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31411UXU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2270 | PA      | $2250.21      | 0.00%             | 2037-04-01      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6308976.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3442 | PA      | $3168.62      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        157 | PA      | $164.34       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616825.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5157 | PA      | $5111.97      | 0.00%             | 2027-02-14      | Fixed         | 22.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826851.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         72 | PA      | $74.31        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991762295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        108 | PA      | $24.43        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617225.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7629 | PA      | $7538.79      | 0.00%             | 2025-02-14      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296510.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5932 | PA      | $5897.80      | 0.00%             | 2026-12-21      | Fixed         | 28.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428326.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8203 | PA      | $8140.44      | 0.00%             | 2027-01-13      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6265321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      50440 | PA      | $46603.50     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094840.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19749 | PA      | $19564.09     | 0.00%             | 2026-11-22      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        354 | PA      | $357.20       | 0.00%             | 2024-02-13      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950826.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20460 | PA      | $12224.72     | 0.00%             | 2027-04-14      | Fixed         | 23.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11919163.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23373 | PA      | $23693.35     | 0.00%             | 2027-02-17      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 160529999.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5358 | PA      | $5183.55      | 0.00%             | 2024-10-22      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5618964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11864 | PA      | $11559.48     | 0.00%             | 2024-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6252168.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10411 | PA      | $9858.40      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5568047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25893 | PA      | $22349.07     | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15602395.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19915 | PA      | $20078.21     | 0.00%             | 2026-06-24      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424771.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1952 | PA      | $1939.81      | 0.00%             | 2027-01-13      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5730771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        616 | PA      | $604.92       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2942155.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3369 | PA      | $240.67       | 0.00%             | 2027-04-14      | Fixed         | 24.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614702.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3875 | PA      | $3838.59      | 0.00%             | 2027-02-11      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5765340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6485 | PA      | $6280.31      | 0.00%             | 2024-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 163411239.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6922 | PA      | $6658.89      | 0.00%             | 2024-12-20      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750933.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4369 | PA      | $4134.69      | 0.00%             | 2027-04-07      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934475.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1794 | PA      | $1641.38      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142225547.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4673 | PA      | $4713.07      | 0.00%             | 2023-10-30      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431660.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11011 | PA      | $6595.65      | 0.00%             | 2027-01-14      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        329 | PA      | $343.62       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5076234.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1009 | PA      | $976.35       | 0.00%             | 2023-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991840163.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        592 | PA      | $599.67       | 0.00%             | 2025-02-12      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3885 | PA      | $3638.68      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435936.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1773 | PA      | $1761.09      | 0.00%             | 2027-01-18      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5995826.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1678 | PA      | $1332.04      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432199.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3702 | PA      | $1895.57      | 0.00%             | 2027-01-14      | Fixed         | 7.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5746301.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        579 | PA      | $558.37       | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15579680.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24021 | PA      | $23984.45     | 0.00%             | 2027-09-14      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6181281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2498 | PA      | $2347.74      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5472389.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2293 | PA      | $1202.01      | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299096.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1223 | PA      | $1209.51      | 0.00%             | 2024-12-22      | Fixed         | 24.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4840100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1543 | PA      | $592.98       | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300131.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11942 | PA      | $11354.64     | 0.00%             | 2026-12-22      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385Y2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19079 | PA      | $19335.98     | 0.00%             | 2040-06-01      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297730.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        904 | PA      | $14.62        | 0.00%             | 2026-12-22      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6212601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24157 | PA      | $22793.49     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4179 | PA      | $3965.33      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5528060.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2860 | PA      | $2467.36      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437183.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4971 | PA      | $4663.57      | 0.00%             | 2027-06-18      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096531.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4982 | PA      | $350.60       | 0.00%             | 2026-11-22      | Fixed         | 31.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611777.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2737 | PA      | $1631.52      | 0.00%             | 2027-02-11      | Fixed         | 30.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14034800.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18581 | PA      | $18474.20     | 0.00%             | 2027-06-19      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2292759.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22068 | PA      | $21809.13     | 0.00%             | 2026-12-21      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4669930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1076 | PA      | $375.61       | 0.00%             | 2023-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6270456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        835 | PA      | $768.93       | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5110550.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        300 | PA      | $265.01       | 0.00%             | 2023-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615495.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6470 | PA      | $6367.68      | 0.00%             | 2025-02-11      | Fixed         | 24.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2285455.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1406 | PA      | $1394.56      | 0.00%             | 2024-12-21      | Fixed         | 19.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6042869.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4583 | PA      | $4345.99      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6200596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1665 | PA      | $1562.66      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991917280.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1495 | PA      | $1523.13      | 0.00%             | 2025-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6170250.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1575 | PA      | $1476.85      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11749683.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24434 | PA      | $24641.56     | 0.00%             | 2027-01-25      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438096.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1950 | PA      | $1936.12      | 0.00%             | 2027-01-18      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951172.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10814 | PA      | $10644.95     | 0.00%             | 2027-04-14      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31363EH73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2122 | PA      | $2111.45      | 0.00%             | 2029-08-01      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057476.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        475 | PA      | $461.33       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4483852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14729 | PA      | $3985.11      | 0.00%             | 2033-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991991790.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         68 | PA      | $69.04        | 0.00%             | 2025-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950998.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6546 | PA      | $6490.41      | 0.00%             | 2027-09-14      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1651670.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4231 | PA      | $4077.27      | 0.00%             | 2024-11-08      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5881097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5092 | PA      | $4544.52      | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6190102.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1861 | PA      | $1586.07      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15042164.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19233 | PA      | $19438.64     | 0.00%             | 2027-07-12      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15009891.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28926 | PA      | $28563.08     | 0.00%             | 2027-06-05      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5992946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        324 | PA      | $301.15       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410GDB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31988 | PA      | $32329.14     | 0.00%             | 2034-09-01      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5939025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5600 | PA      | $5387.36      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14108410.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25146 | PA      | $25308.08     | 0.00%             | 2027-07-18      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6142329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2839 | PA      | $2697.67      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14181485.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43362 | PA      | $44069.54     | 0.00%             | 2026-06-17      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4225 | PA      | $4008.85      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5922450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2783 | PA      | $2646.02      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047722.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8392 | PA      | $8286.90      | 0.00%             | 2026-11-15      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 154935107.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4254 | PA      | $4184.31      | 0.00%             | 2024-07-15      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094693.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2944 | PA      | $2802.07      | 0.00%             | 2027-04-22      | Fixed         | 30.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820674.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        192 | PA      | $194.19       | 0.00%             | 2025-02-12      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949337.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4680 | PA      | $4632.47      | 0.00%             | 2025-04-14      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295751.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3629 | PA      | $3584.20      | 0.00%             | 2024-12-21      | Fixed         | 26.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5849735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4699 | PA      | $4495.13      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991946872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        293 | PA      | $296.43       | 0.00%             | 2025-02-15      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 155360790.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6883 | PA      | $6624.21      | 0.00%             | 2024-09-25      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427001.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9385 | PA      | $9294.25      | 0.00%             | 2027-06-13      | Fixed         | 25.82%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13628843.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11617 | PA      | $11706.86     | 0.00%             | 2027-06-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6061453.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10712 | PA      | $10192.67     | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        315 | PA      | $330.28       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4728302.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38574 | PA      | $15434.26     | 0.00%             | 2023-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6056808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20322 | PA      | $18405.27     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14816252.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18645 | PA      | $18952.99     | 0.00%             | 2026-07-18      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        120 | PA      | $121.58       | 0.00%             | 2025-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6216579.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1037 | PA      | $939.65       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5915732.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1171 | PA      | $1007.40      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948956.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23570 | PA      | $23352.67     | 0.00%             | 2027-04-14      | Fixed         | 10.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14165192.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17982 | PA      | $18087.69     | 0.00%             | 2027-06-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14165903.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41359 | PA      | $41073.58     | 0.00%             | 2025-06-12      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5915930.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3201 | PA      | $2854.96      | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4430691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        968 | PA      | $102.05       | 0.00%             | 2033-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2618393.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3669 | PA      | $3632.33      | 0.00%             | 2025-02-14      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6234441.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10809 | PA      | $9787.67      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4431496.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        432 | PA      | $47.82        | 0.00%             | 2033-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6062963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7270 | PA      | $6990.10      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5978241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4740 | PA      | $4413.06      | 0.00%             | 2024-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15485069.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11810 | PA      | $3923.43      | 0.00%             | 2024-06-30      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991871714.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        582 | PA      | $582.24       | 0.00%             | 2025-02-14      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6185788.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10457 | PA      | $9916.75      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6310378.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39044 | PA      | $36498.57     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6054694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      76936 | PA      | $73461.19     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4581065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        340 | PA      | $302.61       | 0.00%             | 2023-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2394315.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3695 | PA      | $3654.61      | 0.00%             | 2025-06-13      | Fixed         | 7.03%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299477.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6967 | PA      | $502.72       | 0.00%             | 2026-12-22      | Fixed         | 18.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951654.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14918 | PA      | $14690.92     | 0.00%             | 2027-04-14      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4599623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1578 | PA      | $390.91       | 0.00%             | 2023-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6146779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9414 | PA      | $9023.59      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6151807.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3818 | PA      | $3619.62      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13914811.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8269 | PA      | $8352.88      | 0.00%             | 2025-06-03      | Fixed         | 15.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432759.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1014 | PA      | $1005.55      | 0.00%             | 2025-01-14      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5805697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24141 | PA      | $23017.02     | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296958.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7383 | PA      | $6948.38      | 0.00%             | 2026-12-22      | Fixed         | 14.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094766.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3334 | PA      | $3296.58      | 0.00%             | 2026-11-22      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6321758.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10939 | PA      | $10187.21     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12308786.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13238 | PA      | $13111.67     | 0.00%             | 2027-03-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5953560.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2199 | PA      | $2013.13      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6012799.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11912 | PA      | $11339.96     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188595363.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12077 | PA      | $12022.53     | 0.00%             | 2025-04-27      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300367.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1737 | PA      | $1714.30      | 0.00%             | 2026-12-22      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750543.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7560 | PA      | $7219.97      | 0.00%             | 2025-04-07      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823389.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        275 | PA      | $285.86       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1717974.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2358 | PA      | $2346.84      | 0.00%             | 2026-09-15      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611751.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3248 | PA      | $474.15       | 0.00%             | 2027-02-11      | Fixed         | 26.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5712540.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3033 | PA      | $2908.38      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886773.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2378 | PA      | $2367.01      | 0.00%             | 2024-10-20      | Fixed         | 18.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950781.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10034 | PA      | $5588.48      | 0.00%             | 2027-04-14      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5856056.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1499 | PA      | $1443.83      | 0.00%             | 2024-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4452962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8915 | PA      | $1874.20      | 0.00%             | 2033-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5989814.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7494 | PA      | $7232.69      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188439698.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6252 | PA      | $593.64       | 0.00%             | 2027-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5931697.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2660 | PA      | $2464.16      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6140551.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12709 | PA      | $12075.35     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6258122.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11380 | PA      | $10766.06     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996573.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3063 | PA      | $2984.89      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         74 | PA      | $75.04        | 0.00%             | 2025-02-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1557 | PA      | $1443.56      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991834770.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         43 | PA      | $44.19        | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150116474.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4450 | PA      | $4409.13      | 0.00%             | 2024-04-12      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991995168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        111 | PA      | $112.81       | 0.00%             | 2025-02-13      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6145953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12219 | PA      | $11689.20     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                    | Citigroup, Inc.                                                                    | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $7895418.13   | 0.31%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5648259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10374 | PA      | $9820.87      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150130575.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12719 | PA      | $12424.11     | 0.00%             | 2024-04-12      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298193.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2753 | PA      | $2731.00      | 0.00%             | 2024-12-22      | Fixed         | 14.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429810.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8004 | PA      | $562.58       | 0.00%             | 2027-01-14      | Fixed         | 28.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6234384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5941 | PA      | $4742.57      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15537240.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11214 | PA      | $11115.55     | 0.00%             | 2025-08-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297165.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6145 | PA      | $433.05       | 0.00%             | 2026-12-22      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950748.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12533 | PA      | $12412.45     | 0.00%             | 2027-04-14      | Fixed         | 25.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293790.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4231 | PA      | $3976.04      | 0.00%             | 2026-12-21      | Fixed         | 12.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607187.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33701 | PA      | $33436.62     | 0.00%             | 2027-02-10      | Fixed         | 7.26%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402RH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10006 | PA      | $9506.23      | 0.00%             | 2044-10-01      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1889085.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        872 | PA      | $829.31       | 0.00%             | 2026-10-20      | Fixed         | 27.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5781236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2183 | PA      | $1877.63      | 0.00%             | 2024-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298647.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40570 | PA      | $40350.02     | 0.00%             | 2026-12-22      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819802.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         49 | PA      | $48.62        | 0.00%             | 2024-02-12      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1654956.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3469 | PA      | $3352.74      | 0.00%             | 2024-10-26      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615397.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5996 | PA      | $5936.39      | 0.00%             | 2027-02-11      | Fixed         | 11.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606954.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3061 | PA      | $3018.73      | 0.00%             | 2027-02-10      | Fixed         | 17.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5965565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6056 | PA      | $5783.76      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5894989.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2715 | PA      | $2403.86      | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047688.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4103 | PA      | $4047.44      | 0.00%             | 2024-11-15      | Fixed         | 20.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615845.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8338 | PA      | $2408.41      | 0.00%             | 2027-02-11      | Fixed         | 27.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11695022.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20864 | PA      | $21116.68     | 0.00%             | 2026-12-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6020889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1964 | PA      | $1763.74      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5600473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        613 | PA      | $521.67       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2083347.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10955 | PA      | $10402.84     | 0.00%             | 2027-04-22      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13752242.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9325 | PA      | $9388.21      | 0.00%             | 2025-04-01      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6310821.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16078 | PA      | $14768.15     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949640.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3750 | PA      | $533.39       | 0.00%             | 2027-04-14      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6309897.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3147 | PA      | $2900.20      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1757895.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8141 | PA      | $7811.90      | 0.00%             | 2025-04-13      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 155887487.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5113 | PA      | $4986.73      | 0.00%             | 2024-12-25      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186700.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1208 | PA      | $1158.58      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5665625.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3951 | PA      | $3873.42      | 0.00%             | 2024-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096834.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2502 | PA      | $2476.17      | 0.00%             | 2026-11-22      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6265294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11596 | PA      | $10769.77     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991816388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         66 | PA      | $67.84        | 0.00%             | 2025-02-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5837692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2500 | PA      | $2088.02      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14335800.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13647 | PA      | $13750.25     | 0.00%             | 2027-06-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686279.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3040 | PA      | $2933.10      | 0.00%             | 2024-12-15      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610061.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21643 | PA      | $21428.66     | 0.00%             | 2027-02-14      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 149882426.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7453 | PA      | $7218.60      | 0.00%             | 2024-06-15      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426437.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8098 | PA      | $1109.23      | 0.00%             | 2027-01-13      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5734848.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5977 | PA      | $5827.40      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8511 | PA      | $8036.53      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4954891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        248 | PA      | $171.84       | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4639123.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1166 | PA      | $180.75       | 0.00%             | 2023-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686615.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8739 | PA      | $8459.92      | 0.00%             | 2026-12-16      | Fixed         | 24.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171294.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1527 | PA      | $1239.28      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-07740556.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21654 | PA      | $22018.56     | 0.00%             | 2026-06-19      | Fixed         | 12.59%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1721859.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13727 | PA      | $13149.92     | 0.00%             | 2025-02-17      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4453243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4407 | PA      | $1086.84      | 0.00%             | 2033-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15040717.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8644 | PA      | $8666.72      | 0.00%             | 2027-07-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5109882.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         33 | PA      | $31.93        | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 153987117.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7332 | PA      | $7133.59      | 0.00%             | 2024-06-24      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5611670.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        321 | PA      | $315.13       | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2300425.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8703 | PA      | $8662.50      | 0.00%             | 2026-12-22      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5845935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1967 | PA      | $1758.88      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15585228.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21904 | PA      | $21917.05     | 0.00%             | 2027-08-15      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047542.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8560 | PA      | $8507.26      | 0.00%             | 2026-11-15      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5569970.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        940 | PA      | $873.33       | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6015012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11981 | PA      | $11539.57     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5993240.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23360 | PA      | $22138.26     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5980834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2059 | PA      | $1209.19      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991824044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         78 | PA      | $79.55        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDI                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    7100000 | PA      | $28305.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1675322.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12936 | PA      | $12562.49     | 0.00%             | 2026-12-20      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5594146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3596 | PA      | $3396.27      | 0.00%             | 2023-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047783.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        525 | PA      | $518.43       | 0.00%             | 2024-11-15      | Fixed         | 19.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5564150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2917 | PA      | $2830.21      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4863124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1080 | PA      | $858.65       | 0.00%             | 2023-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425961.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        991 | PA      | $985.03       | 0.00%             | 2027-01-13      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693775.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3845 | PA      | $3725.32      | 0.00%             | 2025-02-01      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5753332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4292 | PA      | $3285.10      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047190.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2627 | PA      | $2605.73      | 0.00%             | 2024-11-15      | Fixed         | 13.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610773.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13110 | PA      | $13000.50     | 0.00%             | 2027-02-11      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6151236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1632 | PA      | $1550.50      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6172089.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2139 | PA      | $2051.43      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049455.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1363 | PA      | $98.20        | 0.00%             | 2026-11-15      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436511.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2836 | PA      | $2811.22      | 0.00%             | 2025-01-18      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5893812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2594 | PA      | $2473.30      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806032.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        131 | PA      | $105.61       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991762858.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         94 | PA      | $94.33        | 0.00%             | 2024-02-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6202991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10525 | PA      | $8649.91      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6052702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4649 | PA      | $4204.82      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991957028.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        120 | PA      | $120.57       | 0.00%             | 2025-02-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293653.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1592 | PA      | $114.13       | 0.00%             | 2026-12-21      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950302.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3481 | PA      | $3443.01      | 0.00%             | 2025-04-14      | Fixed         | 8.61%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5626304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4046 | PA      | $3703.33      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2413076.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9290 | PA      | $8796.73      | 0.00%             | 2027-06-18      | Fixed         | 22.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298789.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6799 | PA      | $6718.25      | 0.00%             | 2026-12-22      | Fixed         | 16.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607974.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8332 | PA      | $8257.37      | 0.00%             | 2027-02-10      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425381.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6339 | PA      | $455.19       | 0.00%             | 2027-01-13      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4874117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7831 | PA      | $2114.37      | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6251584.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2187 | PA      | $1993.42      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165397300.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5168 | PA      | $4963.17      | 0.00%             | 2025-01-22      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949685.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3511 | PA      | $3487.63      | 0.00%             | 2027-04-14      | Fixed         | 9.14%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991831361.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        124 | PA      | $125.38       | 0.00%             | 2024-02-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426991.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5010 | PA      | $4972.60      | 0.00%             | 2027-01-13      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425747.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12409 | PA      | $12229.78     | 0.00%             | 2027-01-13      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5042184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1456 | PA      | $1116.10      | 0.00%             | 2023-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16609197.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15500 | PA      | $15714.08     | 0.00%             | 2025-09-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31365DQS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        229 | PA      | $228.59       | 0.00%             | 2023-02-01      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011444.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4318 | PA      | $4146.18      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432911.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4721 | PA      | $4687.90      | 0.00%             | 2027-01-14      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1679746.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12729 | PA      | $12133.54     | 0.00%             | 2026-12-16      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6139927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18200 | PA      | $17216.17     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406DWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112113 | PA      | $110655.13    | 0.00%             | 2034-10-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2618197.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16246 | PA      | $16085.49     | 0.00%             | 2027-07-14      | Fixed         | 27.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5933064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3327 | PA      | $3191.93      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048059.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2804 | PA      | $2772.41      | 0.00%             | 2024-11-15      | Fixed         | 10.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14957730.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20924 | PA      | $21037.83     | 0.00%             | 2025-07-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5241436.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3606 | PA      | $2145.10      | 0.00%             | 2023-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 159761945.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        500 | PA      | $496.22       | 0.00%             | 2024-12-23      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4908999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        292 | PA      | $97.00        | 0.00%             | 2023-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6240085.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2450 | PA      | $2255.44      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31373YXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2909 | PA      | $2873.28      | 0.00%             | 2025-01-01      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6288005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8111 | PA      | $7524.80      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991794448.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        111 | PA      | $115.88       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6300054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7725 | PA      | $7221.97      | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5561773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        146 | PA      | $143.64       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888147.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1787 | PA      | $129.22       | 0.00%             | 2026-10-20      | Fixed         | 20.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886614.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5073 | PA      | $5057.60      | 0.00%             | 2026-10-20      | Fixed         | 31.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6065870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4312 | PA      | $4095.82      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949051.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4451 | PA      | $4417.23      | 0.00%             | 2027-04-14      | Fixed         | 32.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13170 | PA      | $12687.58     | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15479960.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9497 | PA      | $9560.28      | 0.00%             | 2026-06-29      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295002.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1422 | PA      | $1409.84      | 0.00%             | 2026-12-22      | Fixed         | 13.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434626.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11776 | PA      | $11656.54     | 0.00%             | 2025-01-14      | Fixed         | 6.42%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14191584.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33505 | PA      | $33967.66     | 0.00%             | 2027-06-06      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6270876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6140 | PA      | $5711.36      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5938796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4958 | PA      | $4735.50      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1889126.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6864 | PA      | $6816.88      | 0.00%             | 2024-10-20      | Fixed         | 20.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5974000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11023 | PA      | $10610.76     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6150201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1110 | PA      | $1057.48      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950570.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3736 | PA      | $599.02       | 0.00%             | 2028-02-14      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1743599.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6498 | PA      | $6353.07      | 0.00%             | 2025-04-30      | Fixed         | 24.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1673255.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11884 | PA      | $11341.73     | 0.00%             | 2026-12-15      | Fixed         | 17.01%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1716898.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7570 | PA      | $7349.84      | 0.00%             | 2025-02-17      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5380422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12758 | PA      | $5538.28      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427523.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2823 | PA      | $2799.53      | 0.00%             | 2027-06-13      | Fixed         | 29.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5264865.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1080 | PA      | $1063.21      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5735137.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        612 | PA      | $600.87       | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951423.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4219 | PA      | $4184.38      | 0.00%             | 2027-04-14      | Fixed         | 27.85%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14859157.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37421 | PA      | $37679.96     | 0.00%             | 2027-07-24      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949379.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1182 | PA      | $1170.40      | 0.00%             | 2025-04-14      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295431.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11437 | PA      | $10754.01     | 0.00%             | 2026-12-21      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5820502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2771 | PA      | $1157.14      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022824.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        583 | PA      | $516.83       | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17103722.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4668 | PA      | $4725.89      | 0.00%             | 2027-09-06      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296427.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2345 | PA      | $2315.32      | 0.00%             | 2026-12-22      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436421.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4785 | PA      | $4736.32      | 0.00%             | 2025-01-18      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991794398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        289 | PA      | $296.55       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7357 | PA      | $6987.94      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2300636.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1797 | PA      | $473.71       | 0.00%             | 2024-12-22      | Fixed         | 7.72%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5598106.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1164 | PA      | $1020.43      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6155591.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        715 | PA      | $668.66       | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4814186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3604 | PA      | $1904.37      | 0.00%             | 2023-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429006.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3337 | PA      | $36.65        | 0.00%             | 2027-01-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6146126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1802 | PA      | $1643.79      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6122433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3205 | PA      | $3041.63      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6210226.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1093 | PA      | $1045.72      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5907158.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2527 | PA      | $2325.33      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5381740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1069 | PA      | $449.46       | 0.00%             | 2023-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296117.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1499 | PA      | $107.37       | 0.00%             | 2026-12-21      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5138301.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2438 | PA      | $2067.82      | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5971953.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2966 | PA      | $2783.47      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        285 | PA      | $20.65        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6041030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23776 | PA      | $20636.53     | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6236739.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7883 | PA      | $7362.53      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1718819.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2811 | PA      | $2796.54      | 0.00%             | 2029-02-15      | Fixed         | 23.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5913186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1244 | PA      | $1154.93      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5929878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6771 | PA      | $6460.33      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2277340.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3848 | PA      | $3830.61      | 0.00%             | 2026-12-22      | Fixed         | 24.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6017059.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15551 | PA      | $14469.55     | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991732663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        142 | PA      | $33.59        | 0.00%             | 2025-02-10      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991856214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        170 | PA      | $175.52       | 0.00%             | 2025-02-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11021518.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24726 | PA      | $25027.93     | 0.00%             | 2027-06-01      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4864955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7356 | PA      | $4107.80      | 0.00%             | 2023-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297546.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1715 | PA      | $1709.16      | 0.00%             | 2026-12-22      | Fixed         | 21.15%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                     | Morgan Stanley                                                                     | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7650511.75   | 0.30%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886997.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        608 | PA      | $599.62       | 0.00%             | 2024-10-20      | Fixed         | 26.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716286.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11932 | PA      | $11830.14     | 0.00%             | 2026-09-15      | Fixed         | 13.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608384.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4492 | PA      | $4453.73      | 0.00%             | 2027-02-11      | Fixed         | 26.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299334.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1016 | PA      | $72.75        | 0.00%             | 2026-12-22      | Fixed         | 17.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296962.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2979 | PA      | $2965.92      | 0.00%             | 2026-12-22      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950859.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2393 | PA      | $2369.92      | 0.00%             | 2027-04-14      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13821733.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11890 | PA      | $7632.85      | 0.00%             | 2025-06-03      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426445.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2492 | PA      | $2473.02      | 0.00%             | 2027-01-13      | Fixed         | 8.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6124284.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2421 | PA      | $2302.50      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1706943.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14461 | PA      | $14041.17     | 0.00%             | 2025-01-24      | Fixed         | 17.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6359293.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7475 | PA      | $6891.00      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094528.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6697 | PA      | $978.85       | 0.00%             | 2026-11-22      | Fixed         | 21.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11755141.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7173 | PA      | $7238.24      | 0.00%             | 2026-12-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6246041.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31858 | PA      | $30046.87     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606901.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2160 | PA      | $52.70        | 0.00%             | 2027-02-10      | Fixed         | 22.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949125.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3827 | PA      | $3793.08      | 0.00%             | 2027-04-14      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 164731071.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5123 | PA      | $4966.32      | 0.00%             | 2025-01-13      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4799793.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7001 | PA      | $2410.24      | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617237.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4120 | PA      | $4052.55      | 0.00%             | 2027-02-14      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5775860.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11248 | PA      | $10251.10     | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016634.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10307 | PA      | $9813.97      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126676.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35298 | PA      | $33685.20     | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2605000.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4916 | PA      | $4871.63      | 0.00%             | 2027-02-10      | Fixed         | 24.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047594.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1499 | PA      | $1490.73      | 0.00%             | 2026-11-15      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4659292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        973 | PA      | $167.04       | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6062959.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1324 | PA      | $920.79       | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5700000 | PA      | $-734813.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1882972.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1540 | PA      | $1534.44      | 0.00%             | 2026-10-20      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299006.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12936 | PA      | $12842.47     | 0.00%             | 2026-12-22      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6032362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        412 | PA      | $401.69       | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429348.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4471 | PA      | $4440.24      | 0.00%             | 2027-01-14      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12417109.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8375 | PA      | $8502.07      | 0.00%             | 2026-03-21      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611969.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3575 | PA      | $3539.93      | 0.00%             | 2027-02-11      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991789526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        680 | PA      | $693.53       | 0.00%             | 2025-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855635.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        260 | PA      | $252.37       | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991792838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        683 | PA      | $88.89        | 0.00%             | 2025-02-15      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5540806.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1717 | PA      | $1591.94      | 0.00%             | 2023-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436162.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7042 | PA      | $6980.10      | 0.00%             | 2025-01-18      | Fixed         | 11.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5731798.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        591 | PA      | $558.87       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13705972.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9267 | PA      | $9235.53      | 0.00%             | 2027-05-20      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5293323.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        314 | PA      | $308.39       | 0.00%             | 2023-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614334.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15394 | PA      | $15257.22     | 0.00%             | 2027-02-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2300597.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8811 | PA      | $-209.15      | -0.00%            | 2027-05-22      | Fixed         | 26.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 992008864.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        170 | PA      | $174.78       | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5903054.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3764 | PA      | $3611.71      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5283364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        557 | PA      | $548.82       | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 153211777.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3810 | PA      | $3709.77      | 0.00%             | 2024-06-20      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991851480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        782 | PA      | $769.19       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6155859.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3453 | PA      | $3256.21      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425214.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4809 | PA      | $4737.55      | 0.00%             | 2027-01-13      | Fixed         | 21.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5753136.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7792 | PA      | $7547.43      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144492132.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4224 | PA      | $4183.02      | 0.00%             | 2023-12-06      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5730868.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1775 | PA      | $1596.91      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                    | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6353780.49   | 0.25%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2037773.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5149 | PA      | $5094.21      | 0.00%             | 2024-11-15      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296051.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1138 | PA      | $13.74        | 0.00%             | 2026-12-21      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991762228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        122 | PA      | $126.61       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991834929.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        372 | PA      | $379.53       | 0.00%             | 2025-02-13      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2914578.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1421 | PA      | $1407.92      | 0.00%             | 2027-04-14      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 156805347.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7111 | PA      | $6902.21      | 0.00%             | 2024-08-26      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11872506.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13091 | PA      | $12976.53     | 0.00%             | 2025-02-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5314000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        308 | PA      | $285.54       | 0.00%             | 2023-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15030718.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37564 | PA      | $37766.96     | 0.00%             | 2027-07-22      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616525.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6080 | PA      | $893.83       | 0.00%             | 2027-02-14      | Fixed         | 30.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991897877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1187 | PA      | $1202.59      | 0.00%             | 2025-02-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6020853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3405 | PA      | $2941.34      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6160213.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      53403 | PA      | $51256.22     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146360497.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7945 | PA      | $7795.52      | 0.00%             | 2024-01-23      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1885011.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6868 | PA      | $6530.80      | 0.00%             | 2026-10-20      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437431.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1615 | PA      | $1604.40      | 0.00%             | 2027-01-18      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15601763.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11039 | PA      | $11117.43     | 0.00%             | 2027-09-21      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299655.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3569 | PA      | $3554.74      | 0.00%             | 2026-12-22      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         45 | PA      | $45.39        | 0.00%             | 2024-02-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991824915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        108 | PA      | $112.33       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4030312.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        596 | PA      | $19.17        | 0.00%             | 2032-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991740362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1125 | PA      | $1148.62      | 0.00%             | 2025-02-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950927.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3399 | PA      | $3370.18      | 0.00%             | 2027-04-14      | Fixed         | 15.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812846.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         34 | PA      | $34.10        | 0.00%             | 2024-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6001427.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4971 | PA      | $4767.00      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6038663.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4851 | PA      | $4614.64      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                     | Morgan Stanley                                                                     | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3572259.27   | 0.14%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5953249.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18593 | PA      | $17610.44     | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804775.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        501 | PA      | $525.43       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-2, Class PT  | CUSIP: 21056TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600018 | PA      | $568694.34    | 0.02%             | 2045-03-15      | Variable      | 15.34%                | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17481705.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11186 | PA      | $11286.35     | 0.00%             | 2024-09-13      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5983808.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2558 | PA      | $1718.32      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165678.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4581 | PA      | $3474.72      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991827907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         12 | PA      | $12.39        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2603450.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10463 | PA      | $10320.42     | 0.00%             | 2027-02-10      | Fixed         | 19.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5806812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2560 | PA      | $1870.94      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6271196.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8340 | PA      | $7827.13      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427738.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8068 | PA      | $7986.73      | 0.00%             | 2027-01-13      | Fixed         | 11.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6004717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24043 | PA      | $23104.65     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293185.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13004 | PA      | $12223.53     | 0.00%             | 2026-12-21      | Fixed         | 17.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5656415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1240 | PA      | $674.21       | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615317.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6697 | PA      | $6609.21      | 0.00%             | 2027-02-11      | Fixed         | 24.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950071.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4777 | PA      | $115.21       | 0.00%             | 2027-04-14      | Fixed         | 28.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433930.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9471 | PA      | $9409.70      | 0.00%             | 2027-01-14      | Fixed         | 22.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3976 | PA      | $3639.69      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607501.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5306 | PA      | $5257.67      | 0.00%             | 2027-02-10      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5754314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5770 | PA      | $5050.40      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435735.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7310 | PA      | $7216.79      | 0.00%             | 2025-01-18      | Fixed         | 22.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011125.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2148 | PA      | $2087.52      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6289142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6476 | PA      | $5962.20      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4434260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        758 | PA      | $103.96       | 0.00%             | 2033-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14179267.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44265 | PA      | $44660.83     | 0.00%             | 2027-06-11      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6149956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6829 | PA      | $6518.27      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5020011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2481 | PA      | $2196.82      | 0.00%             | 2023-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6200631.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1197 | PA      | $933.47       | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17450366.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11413 | PA      | $11419.20     | 0.00%             | 2027-09-13      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295991.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3335 | PA      | $3312.98      | 0.00%             | 2024-12-21      | Fixed         | 29.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6060147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16071 | PA      | $15477.98     | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608808.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1965 | PA      | $1940.08      | 0.00%             | 2027-02-10      | Fixed         | 11.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127350.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2159 | PA      | $2055.11      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296337.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5337 | PA      | $5079.81      | 0.00%             | 2026-12-22      | Fixed         | 33.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4664050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        567 | PA      | $421.55       | 0.00%             | 2023-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949603.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4723 | PA      | $4686.28      | 0.00%             | 2027-09-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5139670.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        769 | PA      | $632.95       | 0.00%             | 2023-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14194987.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23156 | PA      | $23180.05     | 0.00%             | 2027-06-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436494.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1179 | PA      | $340.38       | 0.00%             | 2025-01-18      | Fixed         | 22.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1884411.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5284 | PA      | $5215.17      | 0.00%             | 2026-10-20      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991854668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1962 | PA      | $2050.91      | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428923.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9608 | PA      | $2768.56      | 0.00%             | 2027-01-14      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615353.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        943 | PA      | $67.34        | 0.00%             | 2025-02-11      | Fixed         | 25.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6266462.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        750 | PA      | $695.47       | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144026346.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7255 | PA      | $7295.35      | 0.00%             | 2023-11-30      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426798.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13740 | PA      | $13619.13     | 0.00%             | 2027-01-13      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951245.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8800 | PA      | $8742.72      | 0.00%             | 2027-04-14      | Fixed         | 9.94%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294584.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5092 | PA      | $110.69       | 0.00%             | 2026-12-21      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6276763.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8064 | PA      | $7500.88      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048855.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8031 | PA      | $7925.21      | 0.00%             | 2026-11-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2433283.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4341 | PA      | $4287.29      | 0.00%             | 2027-01-18      | Fixed         | 19.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6240483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19659 | PA      | $18109.76     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1715798.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        926 | PA      | $920.14       | 0.00%             | 2024-09-15      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991840458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         83 | PA      | $83.22        | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5956647.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2766 | PA      | $2654.55      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6183417.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        767 | PA      | $743.18       | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6058916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10216 | PA      | $9646.06      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1760241.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13430 | PA      | $12833.08     | 0.00%             | 2027-04-15      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6050878.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10133 | PA      | $9443.85      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6059209.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1798 | PA      | $1717.49      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6031827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        447 | PA      | $425.53       | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5773706.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        520 | PA      | $511.67       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17422584.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18921 | PA      | $18946.59     | 0.00%             | 2027-08-12      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294775.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2007 | PA      | $1988.07      | 0.00%             | 2024-12-21      | Fixed         | 8.85%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5558623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2965 | PA      | $1501.10      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        119 | PA      | $124.05       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6125306.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3483 | PA      | $3330.54      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188248955.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16811 | PA      | $16546.02     | 0.00%             | 2025-04-12      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12862 | PA      | $12021.40     | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949403.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6793 | PA      | $6707.88      | 0.00%             | 2027-09-14      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206112.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4082 | PA      | $3870.47      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991854247.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        329 | PA      | $77.95        | 0.00%             | 2025-02-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1751020.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5244 | PA      | $4989.64      | 0.00%             | 2027-04-07      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6185694.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17415 | PA      | $16202.21     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406H3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3489 | PA      | $3518.72      | 0.00%             | 2035-01-01      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6134623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      49991 | PA      | $47699.49     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5828112.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14049 | PA      | $13464.62     | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805953.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         61 | PA      | $63.08        | 0.00%             | 2025-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         91 | PA      | $95.24        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804307.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        106 | PA      | $106.88       | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5563833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6505 | PA      | $5845.82      | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14346312.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19467 | PA      | $19716.98     | 0.00%             | 2027-06-13      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5861074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2207 | PA      | $1838.82      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Apidos CLO XXXV                                                                    | Apidos CLO XXXV, Series 2021-35A, Class A                                          | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |   19306000 | PA      | $18958377.07  | 0.73%             | 2034-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 158338447.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16284 | PA      | $15812.37     | 0.00%             | 2024-11-17      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6254727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1142 | PA      | $1083.99      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5625406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2150 | PA      | $2097.06      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15570179.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42802 | PA      | $43242.70     | 0.00%             | 2027-08-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297100.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1453 | PA      | $399.30       | 0.00%             | 2024-12-22      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047831.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4435 | PA      | $4397.22      | 0.00%             | 2024-11-15      | Fixed         | 20.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5915398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        653 | PA      | $635.62       | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5995556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1065 | PA      | $1043.28      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6210632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3668 | PA      | $2771.97      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11923837.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35123 | PA      | $35085.34     | 0.00%             | 2027-02-20      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5654769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3984 | PA      | $3827.94      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991976569.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1092 | PA      | $1136.48      | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295069.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1891 | PA      | $1880.59      | 0.00%             | 2026-12-21      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6202896.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1412 | PA      | $1263.11      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991837084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         39 | PA      | $39.47        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180890.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1945 | PA      | $1869.28      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991837815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         29 | PA      | $29.52        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6056545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19521 | PA      | $16453.30     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614045.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5209 | PA      | $5159.03      | 0.00%             | 2027-02-11      | Fixed         | 15.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1885428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12232 | PA      | $12188.55     | 0.00%             | 2026-10-20      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256384.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23342 | PA      | $20986.05     | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6064621.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19496 | PA      | $18618.02     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410FZT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50117 | PA      | $49579.89     | 0.00%             | 2036-11-01      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6033124.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1445 | PA      | $1404.53      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8292 | PA      | $7660.70      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5984873.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5166 | PA      | $4886.37      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1884412.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5788 | PA      | $5712.87      | 0.00%             | 2026-10-20      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5731830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12733 | PA      | $11905.66     | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5921423.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29521 | PA      | $28093.86     | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4650952.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2708 | PA      | $2350.98      | 0.00%             | 2023-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3995187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        966 | PA      | $42.36        | 0.00%             | 2032-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5827720.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8062 | PA      | $7830.32      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148285066.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11016 | PA      | $10940.61     | 0.00%             | 2024-03-15      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5841928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4655 | PA      | $4519.98      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686612.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21086 | PA      | $20113.32     | 0.00%             | 2026-12-16      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431712.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1299 | PA      | $329.40       | 0.00%             | 2027-01-14      | Fixed         | 12.53%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1660872.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5090 | PA      | $4920.03      | 0.00%             | 2024-11-05      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         46 | PA      | $46.57        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604862.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9196 | PA      | $9113.74      | 0.00%             | 2027-02-10      | Fixed         | 27.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296196.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        984 | PA      | $934.82       | 0.00%             | 2026-12-21      | Fixed         | 29.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         15 | PA      | $14.66        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1771 | PA      | $1684.07      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157600114.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4116 | PA      | $3996.14      | 0.00%             | 2024-08-29      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6041701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6983 | PA      | $4309.52      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434529.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5823 | PA      | $5780.34      | 0.00%             | 2027-01-14      | Fixed         | 8.37%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047552.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2591 | PA      | $-31.89       | -0.00%            | 2027-04-15      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319872.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4850 | PA      | $4498.45      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1261 | PA      | $1201.87      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12050640.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21266 | PA      | $21471.15     | 0.00%             | 2025-03-15      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         21 | PA      | $21.08        | 0.00%             | 2024-02-15      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5876337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2139 | PA      | $846.56       | 0.00%             | 2024-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                           | U.S. Treasury Notes                                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  106000000 | PA      | $99905000.00  | 3.86%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057490.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1595 | PA      | $1532.40      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6146896.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4658 | PA      | $4284.42      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5978395.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5654 | PA      | $4957.26      | 0.00%             | 2024-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096899.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13505 | PA      | $13341.12     | 0.00%             | 2026-11-22      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949464.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3010 | PA      | $2982.18      | 0.00%             | 2027-04-14      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6221174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7937 | PA      | $7517.66      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1862311.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6845 | PA      | $6820.73      | 0.00%             | 2026-10-20      | Fixed         | 26.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        793 | PA      | $761.07       | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5959631.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2516 | PA      | $2395.81      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3516078.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8033 | PA      | $82.76        | 0.00%             | 2023-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5888238.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        415 | PA      | $404.99       | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         66 | PA      | $65.89        | 0.00%             | 2025-02-14      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6206242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5633 | PA      | $5220.88      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950058.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1700 | PA      | $1683.77      | 0.00%             | 2025-04-14      | Fixed         | 9.46%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11795112.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12834 | PA      | $12730.66     | 0.00%             | 2027-01-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299578.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3636 | PA      | $3603.97      | 0.00%             | 2026-12-22      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14866721.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7928 | PA      | $7929.95      | 0.00%             | 2025-07-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256236.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9387 | PA      | $8877.68      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615790.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1924 | PA      | $1894.77      | 0.00%             | 2025-02-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21999 | PA      | $20822.33     | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5510904.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3607 | PA      | $3345.52      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 152054930.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5052 | PA      | $4885.61      | 0.00%             | 2024-07-24      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5663150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14076 | PA      | $13468.44     | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610485.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7592 | PA      | $7474.03      | 0.00%             | 2025-02-11      | Fixed         | 21.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6220131.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      50875 | PA      | $48012.94     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5962303.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6419 | PA      | $5914.30      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5289282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1382 | PA      | $1265.10      | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996892.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2390 | PA      | $2326.73      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096773.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2581 | PA      | $2573.42      | 0.00%             | 2026-11-22      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5899328.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30675 | PA      | $27941.65     | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6058471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9214 | PA      | $8419.89      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6025665.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        540 | PA      | $499.80       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991837288.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         83 | PA      | $84.85        | 0.00%             | 2025-02-13      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607500.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16035 | PA      | $8445.74      | 0.00%             | 2027-02-10      | Fixed         | 12.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991870073.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         64 | PA      | $64.31        | 0.00%             | 2025-02-14      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6164991.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2053 | PA      | $1975.20      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5959894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10827 | PA      | $9385.56      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4873945.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3094 | PA      | $757.59       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612114.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7459 | PA      | $7387.11      | 0.00%             | 2027-02-11      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608870.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12970 | PA      | $12841.07     | 0.00%             | 2027-02-10      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1706154.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6441 | PA      | $6192.76      | 0.00%             | 2025-01-20      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6122211.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6947 | PA      | $6605.86      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3365511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        243 | PA      | $2.30         | 0.00%             | 2023-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435968.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41576 | PA      | $41263.65     | 0.00%             | 2027-01-18      | Fixed         | 8.28%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5891958.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        776 | PA      | $634.38       | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5703097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1901 | PA      | $1854.32      | 0.00%             | 2024-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15709743.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37327 | PA      | $37872.68     | 0.00%             | 2027-08-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5982095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16491 | PA      | $15661.96     | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991893267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $16.34        | 0.00%             | 2025-02-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2422585.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3328 | PA      | $3302.98      | 0.00%             | 2027-06-13      | Fixed         | 30.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5830148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3983 | PA      | $3812.51      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432647.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3158 | PA      | $3110.12      | 0.00%             | 2027-01-14      | Fixed         | 21.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4349 | PA      | $4317.73      | 0.00%             | 2026-11-15      | Fixed         | 23.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4077814.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2357 | PA      | $130.39       | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173144.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1344 | PA      | $1165.89      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802561.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        199 | PA      | $198.46       | 0.00%             | 2025-02-12      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136339.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1137 | PA      | $1085.42      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5801 | PA      | $5642.58      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4171907.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4783 | PA      | $264.48       | 0.00%             | 2032-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14216686.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13207 | PA      | $13172.21     | 0.00%             | 2027-06-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1752781.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1925 | PA      | $0.00         | 0.00%             | 2027-04-11      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5844836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8782 | PA      | $8530.73      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5989546.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1846 | PA      | $1708.83      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991848121.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        490 | PA      | $496.31       | 0.00%             | 2025-02-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991810892.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        296 | PA      | $20.96        | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5877980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2893 | PA      | $2738.02      | 0.00%             | 2024-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5728764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2091 | PA      | $2032.19      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5802108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2532 | PA      | $2446.68      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5718816.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1726 | PA      | $1655.90      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991929151.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         53 | PA      | $53.33        | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095024.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1020 | PA      | $73.85        | 0.00%             | 2026-11-22      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14865961.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32801 | PA      | $33345.01     | 0.00%             | 2027-07-21      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5962702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17467 | PA      | $16544.33     | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991856005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         49 | PA      | $49.57        | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5954912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2234 | PA      | $2178.19      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4684220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        697 | PA      | $425.50       | 0.00%             | 2023-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5878970.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5193 | PA      | $5011.84      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5908063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4924 | PA      | $2280.42      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5981118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4129 | PA      | $3540.49      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2617005.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1539 | PA      | $1516.01      | 0.00%             | 2025-02-14      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4557410.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5012 | PA      | $1026.97      | 0.00%             | 2023-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7227 | PA      | $6667.36      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3425756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1231 | PA      | $9.30         | 0.00%             | 2023-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1742756.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3199 | PA      | $3052.02      | 0.00%             | 2025-04-05      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 158294506.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5101 | PA      | $5003.25      | 0.00%             | 2024-09-09      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1676741.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7419 | PA      | $7190.34      | 0.00%             | 2024-12-22      | Fixed         | 21.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949419.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2591 | PA      | $2571.91      | 0.00%             | 2027-09-14      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949733.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2849 | PA      | $2824.60      | 0.00%             | 2027-04-14      | Fixed         | 16.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430005.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1377 | PA      | $1362.98      | 0.00%             | 2025-01-14      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991777402.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         79 | PA      | $60.65        | 0.00%             | 2025-02-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438839.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17261 | PA      | $17174.67     | 0.00%             | 2027-06-18      | Fixed         | 7.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298513.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13148 | PA      | $3783.29      | 0.00%             | 2024-12-22      | Fixed         | 20.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048994.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1723 | PA      | $1695.04      | 0.00%             | 2025-09-15      | Fixed         | 24.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297999.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        684 | PA      | $679.77       | 0.00%             | 2024-12-22      | Fixed         | 13.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011305.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1819 | PA      | $1773.00      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293039.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2774 | PA      | $2750.84      | 0.00%             | 2024-12-21      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1700589.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4812 | PA      | $4652.52      | 0.00%             | 2025-01-12      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6148012.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3384 | PA      | $3196.68      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607078.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2755 | PA      | $2730.11      | 0.00%             | 2027-02-10      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6036935.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        267 | PA      | $260.96       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1868 | PA      | $1910.38      | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1653485.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5317 | PA      | $5132.34      | 0.00%             | 2024-11-09      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4605589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1108 | PA      | $580.92       | 0.00%             | 2023-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5938186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4748 | PA      | $4444.30      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 165784833.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5046 | PA      | $4439.46      | 0.00%             | 2025-01-30      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437498.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42403 | PA      | $42008.70     | 0.00%             | 2027-01-18      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16055829.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11124 | PA      | $11245.00     | 0.00%             | 2027-08-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         98 | PA      | $98.35        | 0.00%             | 2024-02-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6062536.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7506 | PA      | $5787.67      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6139559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16725 | PA      | $15585.94     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5837798.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        702 | PA      | $687.82       | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096715.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30012 | PA      | $29080.87     | 0.00%             | 2027-04-22      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5281340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13871 | PA      | $13550.82     | 0.00%             | 2023-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5743272.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3942 | PA      | $3842.19      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5704113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1847 | PA      | $1786.82      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5890956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1499 | PA      | $1456.53      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5945731.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5626 | PA      | $5224.10      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6146945.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1639 | PA      | $1533.78      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5985149.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2606 | PA      | $2392.06      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991786840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        244 | PA      | $254.63       | 0.00%             | 2025-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991846043.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        112 | PA      | $116.82       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991929045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4110 | PA      | $287.82       | 0.00%             | 2025-02-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 141248487.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2041 | PA      | $2028.66      | 0.00%             | 2023-10-02      | Fixed         | 22.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6262632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7107 | PA      | $6601.29      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431423.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2524 | PA      | $2500.10      | 0.00%             | 2027-01-14      | Fixed         | 11.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4790139.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1881 | PA      | $1212.30      | 0.00%             | 2023-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403AWT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2954 | PA      | $2914.87      | 0.00%             | 2033-10-01      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296819.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        834 | PA      | $826.91       | 0.00%             | 2026-12-22      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094704.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1434 | PA      | $1397.29      | 0.00%             | 2027-04-22      | Fixed         | 30.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1647026.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12956 | PA      | $12478.23     | 0.00%             | 2026-10-29      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844836.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        157 | PA      | $163.94       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855566.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1130 | PA      | $1057.03      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1653 | PA      | $1580.19      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320632.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4863 | PA      | $4479.74      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5741716.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12718 | PA      | $12379.42     | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        256 | PA      | $266.64       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5652010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        632 | PA      | $620.69       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298989.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6328 | PA      | $6262.42      | 0.00%             | 2026-12-22      | Fixed         | 15.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5400388.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3988 | PA      | $2705.05      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1648712.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7852 | PA      | $7555.49      | 0.00%             | 2024-11-02      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5173613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        277 | PA      | $260.09       | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14820629.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36015 | PA      | $36189.90     | 0.00%             | 2026-07-20      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606023.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3478 | PA      | $3444.00      | 0.00%             | 2027-02-10      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6272180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6080 | PA      | $5641.36      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708892.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17148 | PA      | $16531.14     | 0.00%             | 2027-02-15      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14206394.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22536 | PA      | $22882.43     | 0.00%             | 2027-06-21      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6217064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11589 | PA      | $10919.84     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5754053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1452 | PA      | $1394.00      | 0.00%             | 2024-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611297.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13326 | PA      | $13144.95     | 0.00%             | 2027-02-11      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 154080835.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13565 | PA      | $12652.28     | 0.00%             | 2025-10-15      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611646.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2720 | PA      | $2669.55      | 0.00%             | 2025-02-11      | Fixed         | 26.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14795053.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8406 | PA      | $8252.55      | 0.00%             | 2027-06-03      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5734450.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3009 | PA      | $2819.81      | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5615965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        408 | PA      | $367.76       | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4646107.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2393 | PA      | $1765.59      | 0.00%             | 2023-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615429.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2610 | PA      | $2581.99      | 0.00%             | 2025-02-11      | Fixed         | 17.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611533.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3900 | PA      | $3858.56      | 0.00%             | 2027-02-11      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11708423.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31038 | PA      | $31181.17     | 0.00%             | 2026-12-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5890829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2742 | PA      | $2627.92      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991794293.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        949 | PA      | $973.25       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437836.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6842 | PA      | $6769.42      | 0.00%             | 2025-01-18      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6145876.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2747 | PA      | $2023.11      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423151.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3792 | PA      | $3734.63      | 0.00%             | 2027-01-13      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607854.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5464 | PA      | $5416.42      | 0.00%             | 2027-02-10      | Fixed         | 31.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188580819.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16360 | PA      | $16205.10     | 0.00%             | 2027-04-20      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6006837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11360 | PA      | $6087.06      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5871081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19853 | PA      | $18806.54     | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1705788.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21576 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5991501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1416 | PA      | $1176.21      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612642.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1929 | PA      | $1909.34      | 0.00%             | 2027-02-11      | Fixed         | 27.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5817899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        428 | PA      | $409.97       | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         15 | PA      | $15.18        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6276701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2626 | PA      | $2442.74      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049148.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1989 | PA      | $1977.17      | 0.00%             | 2026-11-15      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991758225.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         64 | PA      | $64.75        | 0.00%             | 2025-02-12      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612042.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17979 | PA      | $17669.17     | 0.00%             | 2027-07-11      | Fixed         | 19.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5895727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3134 | PA      | $3019.87      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6283511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1091 | PA      | $1004.38      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432699.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4744 | PA      | $4686.48      | 0.00%             | 2027-01-14      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991777332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         67 | PA      | $68.49        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1688975.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18998 | PA      | $18307.34     | 0.00%             | 2027-01-27      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3953673.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        673 | PA      | $21.84        | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4549903.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1907 | PA      | $811.94       | 0.00%             | 2023-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14172834.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10658 | PA      | $10644.37     | 0.00%             | 2027-06-20      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614581.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1749 | PA      | $124.95       | 0.00%             | 2025-02-11      | Fixed         | 22.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886386.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4578 | PA      | $4560.74      | 0.00%             | 2026-10-20      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15871509.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17150 | PA      | $17298.32     | 0.00%             | 2027-08-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5971922.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        692 | PA      | $658.32       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6001639.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6122 | PA      | $5802.54      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047775.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4588 | PA      | $329.13       | 0.00%             | 2026-11-15      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434159.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1314 | PA      | $1303.69      | 0.00%             | 2027-01-14      | Fixed         | 21.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16725749.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17977 | PA      | $18229.38     | 0.00%             | 2025-09-20      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6058394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3429 | PA      | $3107.94      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3280 | PA      | $3135.45      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617672.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7129 | PA      | $7066.80      | 0.00%             | 2027-02-14      | Fixed         | 23.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811083.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         73 | PA      | $72.25        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148686543.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7796 | PA      | $7613.24      | 0.00%             | 2024-03-16      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34196 | PA      | $33889.73     | 0.00%             | 2027-01-14      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320071.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2159 | PA      | $1986.00      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15738510.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38799 | PA      | $38652.00     | 0.00%             | 2027-08-07      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607508.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8497 | PA      | $292.19       | 0.00%             | 2025-02-10      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949588.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        807 | PA      | $794.55       | 0.00%             | 2027-04-14      | Fixed         | 21.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6241424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2328 | PA      | $2191.32      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5325344.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9822 | PA      | $9447.47      | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2046950.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6613 | PA      | $6574.30      | 0.00%             | 2026-11-15      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5729235.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12206 | PA      | $11725.38     | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Eleven Madison Mortgage Trust                                                      | Eleven Madison Mortgage Trust, Series 2015-11MD, Class A                           | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2005000 | PA      | $1880942.03   | 0.07%             | 2035-09-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4924187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        357 | PA      | $170.94       | 0.00%             | 2023-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693040.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13158 | PA      | $12560.79     | 0.00%             | 2027-02-13      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5697891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        984 | PA      | $922.98       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14886138.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7222 | PA      | $7315.78      | 0.00%             | 2024-07-16      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6253534.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8335 | PA      | $7819.05      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6310074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15564 | PA      | $14443.34     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437715.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21328 | PA      | $21058.76     | 0.00%             | 2027-01-18      | Fixed         | 16.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5951263.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1269 | PA      | $1096.13      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296094.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2550 | PA      | $180.99       | 0.00%             | 2026-12-21      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432838.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16546 | PA      | $1209.69      | 0.00%             | 2027-01-14      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        406 | PA      | $424.83       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4558347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1070 | PA      | $317.28       | 0.00%             | 2023-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 166140806.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3114 | PA      | $575.38       | 0.00%             | 2033-02-05      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14178499.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6794 | PA      | $6818.28      | 0.00%             | 2026-06-21      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5993125.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4860 | PA      | $4660.59      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991817668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        415 | PA      | $29.41        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5870188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9477 | PA      | $9245.15      | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 167827356.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1505 | PA      | $1495.86      | 0.00%             | 2023-03-09      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6473 | PA      | $6028.07      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615756.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4014 | PA      | $3972.63      | 0.00%             | 2027-02-11      | Fixed         | 13.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5472852.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1835 | PA      | $1731.87      | 0.00%             | 2023-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6035358.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15091 | PA      | $14102.40     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15593379.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7754 | PA      | $7765.79      | 0.00%             | 2027-09-15      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855316.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1150 | PA      | $1121.97      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2618494.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10382 | PA      | $6231.50      | 0.00%             | 2025-02-14      | Fixed         | 29.21%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1715140.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2837 | PA      | $2707.85      | 0.00%             | 2027-02-15      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5585058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        492 | PA      | $457.36       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188261615.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20118 | PA      | $19984.77     | 0.00%             | 2027-04-20      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14908970.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22968 | PA      | $4344.08      | 0.00%             | 2026-05-28      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5991962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12155 | PA      | $11638.76     | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14216535.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22324 | PA      | $22306.99     | 0.00%             | 2025-06-21      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5163520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        789 | PA      | $770.64       | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4817063.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19714 | PA      | $4607.07      | 0.00%             | 2023-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5701898.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10230 | PA      | $9914.04      | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15754991.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6470 | PA      | $6550.70      | 0.00%             | 2024-08-13      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614583.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9472 | PA      | $9379.18      | 0.00%             | 2027-02-11      | Fixed         | 12.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951900.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5478 | PA      | $5421.25      | 0.00%             | 2025-04-14      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5965858.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1456 | PA      | $1396.64      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295159.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2847 | PA      | $2829.77      | 0.00%             | 2026-12-21      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6306977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2572 | PA      | $2375.54      | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1835 | PA      | $1707.20      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094906.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2208 | PA      | $2189.92      | 0.00%             | 2026-11-22      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14175261.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27634 | PA      | $27673.81     | 0.00%             | 2026-06-05      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6120428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7165 | PA      | $6871.58      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                     | Upgrade Master Pass-Thru Trust, Series 2019-PT2, Class A                           | CUSIP: 91531XAB0<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |     302025 | PA      | $297143.58    | 0.01%             | 2026-02-15      | Variable      | 21.65%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047620.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1949 | PA      | $1930.25      | 0.00%             | 2024-11-15      | Fixed         | 10.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430722.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10490 | PA      | $10426.48     | 0.00%             | 2027-01-14      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                                 | Coca-Cola Europacific Partners plc                                                 | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    4400000 | PA      | $3891443.51   | 0.15%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438923.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1771 | PA      | $1759.79      | 0.00%             | 2027-01-18      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1752838.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3948 | PA      | $3778.38      | 0.00%             | 2025-04-11      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5577487.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2367 | PA      | $2309.97      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951781.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3565 | PA      | $3523.34      | 0.00%             | 2025-04-14      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6006074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3846 | PA      | $2524.10      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5650000.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1043 | PA      | $1019.20      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6192067.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        902 | PA      | $671.01       | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423418.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4013 | PA      | $288.23       | 0.00%             | 2027-01-13      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1673612.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5139 | PA      | $4906.19      | 0.00%             | 2026-12-16      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255805.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1299 | PA      | $1232.05      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4893530.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        170 | PA      | $142.24       | 0.00%             | 2023-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13938404.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31341 | PA      | $31662.92     | 0.00%             | 2025-05-26      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15361603.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16680 | PA      | $16654.46     | 0.00%             | 2027-08-01      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6282086.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1567 | PA      | $1462.96      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5557933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2991 | PA      | $2370.33      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5577616.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1525 | PA      | $1253.57      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5963722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2247 | PA      | $1866.71      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298756.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43665 | PA      | $43271.42     | 0.00%             | 2027-05-22      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6059055.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8975 | PA      | $8356.52      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4627311.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        249 | PA      | $227.00       | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438850.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11216 | PA      | $11134.53     | 0.00%             | 2027-01-18      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6185675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4327 | PA      | $4105.64      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607851.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32018 | PA      | $31703.65     | 0.00%             | 2027-12-10      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6254273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16013 | PA      | $15304.74     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991845521.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3455 | PA      | $3505.09      | 0.00%             | 2025-02-13      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31380AQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        499 | PA      | $496.89       | 0.00%             | 2027-08-01      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096800.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17102 | PA      | $17049.92     | 0.00%             | 2026-11-22      | Fixed         | 22.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300059.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4373 | PA      | $350.39       | 0.00%             | 2026-12-22      | Fixed         | 7.96%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296914.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        797 | PA      | $788.14       | 0.00%             | 2024-12-22      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 152146150.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11979 | PA      | $11677.01     | 0.00%             | 2024-05-22      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022726.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3419 | PA      | $3223.57      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5877622.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1737 | PA      | $1385.90      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2900000 | PA      | $-23232.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2606893.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4396 | PA      | $4322.40      | 0.00%             | 2027-02-10      | Fixed         | 19.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613876.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2725 | PA      | $2687.74      | 0.00%             | 2027-07-11      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951418.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8951 | PA      | $638.43       | 0.00%             | 2027-04-14      | Fixed         | 23.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15556990.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9408 | PA      | $9411.98      | 0.00%             | 2027-07-06      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1694887.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4821 | PA      | $4781.36      | 0.00%             | 2026-09-15      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6293963.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10094 | PA      | $9438.82      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14058481.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9514 | PA      | $9638.33      | 0.00%             | 2025-06-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6125075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6352 | PA      | $6039.43      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614008.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7153 | PA      | $7079.58      | 0.00%             | 2025-02-11      | Fixed         | 6.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436806.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8728 | PA      | $8642.41      | 0.00%             | 2027-06-18      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180897.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3821 | PA      | $3517.40      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6179908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2889 | PA      | $2215.18      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5952946.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1805 | PA      | $1748.13      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14920951.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7470 | PA      | $7469.83      | 0.00%             | 2027-08-26      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298508.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4649 | PA      | $4587.17      | 0.00%             | 2027-10-22      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297547.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8630 | PA      | $117.15       | 0.00%             | 2026-12-22      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         92 | PA      | $-2.61        | -0.00%            | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5545368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        409 | PA      | $272.01       | 0.00%             | 2023-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6318048.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17237 | PA      | $15967.68     | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11509327.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27780 | PA      | $27828.39     | 0.00%             | 2027-02-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4681262.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        667 | PA      | $533.96       | 0.00%             | 2023-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403HUF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6712 | PA      | $6598.36      | 0.00%             | 2033-11-01      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6352257.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2243 | PA      | $2070.13      | 0.00%             | 2024-07-24      | 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        |    4100000 | PA      | $4185384.88   | 0.16%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5565100.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2586 | PA      | $2301.60      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4394687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        991 | PA      | $103.38       | 0.00%             | 2033-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13921670.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4205 | PA      | $4204.09      | 0.00%             | 2027-05-24      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715815.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32831 | PA      | $32715.24     | 0.00%             | 2026-09-15      | Fixed         | 21.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227170.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2016 | PA      | $1738.05      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                           | U.S. Treasury Notes                                                                | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22000000 | PA      | $26671337.32  | 1.03%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2928 | PA      | $2779.30      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715704.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8966 | PA      | $8892.24      | 0.00%             | 2024-09-15      | Fixed         | 11.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6030495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1557 | PA      | $1413.16      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294300.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4441 | PA      | $4415.56      | 0.00%             | 2026-12-21      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4989575.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1283 | PA      | $402.87       | 0.00%             | 2023-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6155725.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18726 | PA      | $17978.60     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24996014.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6012 | PA      | $776.95       | 0.00%             | 2027-12-21      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022273.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1244 | PA      | $1203.18      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438687.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25848 | PA      | $24285.20     | 0.00%             | 2027-01-18      | Fixed         | 13.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1040 | PA      | $1082.20      | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268033.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9434 | PA      | $8733.17      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6351811.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28981 | PA      | $26841.14     | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294223.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21593 | PA      | $21471.29     | 0.00%             | 2026-12-21      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14199815.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10415 | PA      | $10445.22     | 0.00%             | 2027-06-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949070.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23875 | PA      | $23665.47     | 0.00%             | 2027-04-14      | Fixed         | 14.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5596745.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2348 | PA      | $997.98       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5507615.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1332 | PA      | $1292.08      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951217.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1956 | PA      | $138.39       | 0.00%             | 2027-04-14      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5142732.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        272 | PA      | $226.89       | 0.00%             | 2023-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5575001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1300 | PA      | $1262.12      | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14977194.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11418 | PA      | $11415.17     | 0.00%             | 2027-08-26      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 166045110.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15190 | PA      | $2528.59      | 0.00%             | 2025-02-19      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1883950.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6545 | PA      | $-85.58       | -0.00%            | 2027-03-20      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4754410.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        841 | PA      | $671.93       | 0.00%             | 2023-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5696331.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13056 | PA      | $12728.19     | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046932.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16756 | PA      | $16600.72     | 0.00%             | 2026-11-15      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                                 | Southern Co. (The)                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6518694.41   | 0.25%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991817723.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        118 | PA      | $122.75       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436127.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7139 | PA      | $505.29       | 0.00%             | 2027-01-18      | Fixed         | 30.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2292686.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2445 | PA      | $2426.69      | 0.00%             | 2026-12-21      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6021572.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1802 | PA      | $1747.50      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5929692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6413 | PA      | $6146.86      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15590969.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30147 | PA      | $30424.60     | 0.00%             | 2027-08-01      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951820.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29221 | PA      | $28862.12     | 0.00%             | 2027-04-14      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4645843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        894 | PA      | $369.04       | 0.00%             | 2023-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438353.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1813 | PA      | $127.43       | 0.00%             | 2025-01-18      | Fixed         | 29.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4822191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1357 | PA      | $460.97       | 0.00%             | 2023-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298121.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        904 | PA      | $63.87        | 0.00%             | 2026-12-22      | Fixed         | 26.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15432708.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6943 | PA      | $6941.14      | 0.00%             | 2026-08-05      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949727.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1860 | PA      | $1844.31      | 0.00%             | 2027-04-14      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1673249.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14872 | PA      | $14327.34     | 0.00%             | 2026-12-15      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6149785.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1628 | PA      | $1559.88      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5993773.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1878 | PA      | $1794.61      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2041972.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40635 | PA      | $40243.15     | 0.00%             | 2026-11-15      | Fixed         | 10.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094775.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3189 | PA      | $3163.94      | 0.00%             | 2024-11-22      | Fixed         | 7.57%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13961157.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44221 | PA      | $44719.10     | 0.00%             | 2027-06-07      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437301.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25770 | PA      | $25562.13     | 0.00%             | 2027-01-18      | Fixed         | 28.28%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145950191.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6046 | PA      | $6021.96      | 0.00%             | 2024-01-23      | Fixed         | 18.94%                | 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        |    3560084 | PA      | $3329745.59   | 0.13%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6152831.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37011 | PA      | $35279.16     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6277480.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2205 | PA      | $2051.38      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991852711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         14 | PA      | $2.04         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849383.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        882 | PA      | $920.10       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31379CQ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2541 | PA      | $2477.43      | 0.00%             | 2026-05-01      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5585838.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2607 | PA      | $2435.56      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11693729.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14861 | PA      | $14679.58     | 0.00%             | 2027-02-06      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606928.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1881 | PA      | $1850.55      | 0.00%             | 2027-02-10      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16804930.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28603 | PA      | $28387.50     | 0.00%             | 2027-08-03      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2292520.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        790 | PA      | $39.65        | 0.00%             | 2024-12-21      | Fixed         | 14.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6043853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1032 | PA      | $739.65       | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5894039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9281 | PA      | $8951.69      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186244.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2304 | PA      | $2177.93      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6026839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6057 | PA      | $5882.29      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6261880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     105870 | PA      | $99467.55     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6253727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7898 | PA      | $7380.46      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4880047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        132 | PA      | $105.70       | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604902.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        986 | PA      | $966.73       | 0.00%             | 2025-07-10      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146986250.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6119 | PA      | $6000.58      | 0.00%             | 2024-01-29      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31419AFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     216647 | PA      | $219833.01    | 0.01%             | 2036-11-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5585270.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        530 | PA      | $370.08       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256740.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2121 | PA      | $1925.48      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5473753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        126 | PA      | $123.14       | 0.00%             | 2023-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6063053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3528 | PA      | $2449.57      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6120807.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10584 | PA      | $9743.66      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14113024.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8952 | PA      | $9040.78      | 0.00%             | 2025-05-03      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991790482.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        193 | PA      | $197.75       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991777586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         24 | PA      | $4.38         | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 158749928.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4641 | PA      | $4554.68      | 0.00%             | 2024-09-24      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14904704.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34818 | PA      | $35194.04     | 0.00%             | 2027-07-07      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        257 | PA      | $269.46       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 141363707.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4635 | PA      | $4566.10      | 0.00%             | 2023-10-15      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2602511.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24476 | PA      | $24236.01     | 0.00%             | 2027-02-10      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295990.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3791 | PA      | $3770.95      | 0.00%             | 2026-12-21      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Madison Park Euro Funding VIII DAC                                                 | Madison Park Euro Funding VIII DAC, Series 8A, Class ARR                           | CUSIP: N/A<br>LEI: 635400Y8CTGVSWYFMB36       | Long             | ABS-CBDO         | CORP              | IE        |   17600000 | PA      | $18701474.87  | 0.72%             | 2032-04-15      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31401BG58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        757 | PA      | $747.06       | 0.00%             | 2033-04-01      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                               | Cheniere Corpus Christi Holdings LLC                                               | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5857930.98   | 0.23%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6150337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2616 | PA      | $2437.82      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991816146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         30 | PA      | $29.77        | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6150742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6657 | PA      | $4960.64      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6067036.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        501 | PA      | $479.70       | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046948.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12558 | PA      | $12392.01     | 0.00%             | 2026-11-15      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1884125.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8368 | PA      | $8283.60      | 0.00%             | 2026-10-20      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5833344.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11147 | PA      | $10474.19     | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13485650.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9498 | PA      | $901.19       | 0.00%             | 2025-06-03      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Palmer Square CLO Ltd.                                                             | Palmer Square CLO Ltd., Series 2021-2A, Class A                                    | CUSIP: 69701XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3863000 | PA      | $3809517.88   | 0.15%             | 2034-07-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1755426.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        843 | PA      | $824.66       | 0.00%             | 2025-04-11      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6303864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16783 | PA      | $15486.10     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4646691.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        582 | PA      | $357.01       | 0.00%             | 2023-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5741211.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3208 | PA      | $3113.03      | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991774883.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        890 | PA      | $587.32       | 0.00%             | 2025-02-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5769026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2742 | PA      | $2660.79      | 0.00%             | 2024-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5966970.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13657 | PA      | $13170.03     | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6272241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4455 | PA      | $4182.59      | 0.00%             | 2024-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431958.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3540 | PA      | $260.52       | 0.00%             | 2025-01-14      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425922.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1563 | PA      | $1544.27      | 0.00%             | 2027-01-13      | Fixed         | 21.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188336152.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16247 | PA      | $15961.06     | 0.00%             | 2025-04-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5902215.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1230 | PA      | $1163.95      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5712977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2814 | PA      | $2344.84      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16046235.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9313 | PA      | $9286.32      | 0.00%             | 2025-08-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298522.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3110 | PA      | $3097.33      | 0.00%             | 2026-12-22      | Fixed         | 29.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606380.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3787 | PA      | $3726.73      | 0.00%             | 2025-02-10      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991816140.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        332 | PA      | $335.18       | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5646868.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1990 | PA      | $1954.14      | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5400698.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1779 | PA      | $1739.40      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 164300242.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19154 | PA      | $18309.95     | 0.00%             | 2025-01-31      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6244081.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1512 | PA      | $1446.72      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410GME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        684 | PA      | $682.25       | 0.00%             | 2037-09-01      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4689501.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        152 | PA      | $95.92        | 0.00%             | 2023-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2618159.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5570 | PA      | $5516.95      | 0.00%             | 2027-02-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6208274.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      55941 | PA      | $53473.12     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5609899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3368 | PA      | $3070.09      | 0.00%             | 2023-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14197537.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9582 | PA      | $9543.13      | 0.00%             | 2027-06-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 161519546.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17994 | PA      | $13684.59     | 0.00%             | 2024-11-20      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6280187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3077 | PA      | $2824.73      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949635.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3467 | PA      | $3435.65      | 0.00%             | 2027-04-14      | Fixed         | 13.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6293554.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13223 | PA      | $12272.27     | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437624.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2418 | PA      | $2394.02      | 0.00%             | 2025-01-18      | Fixed         | 7.39%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                    | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5481087.21   | 0.21%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1695349.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5378 | PA      | $5153.03      | 0.00%             | 2025-01-14      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6195687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8425 | PA      | $7155.76      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1651664.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7912 | PA      | $7595.71      | 0.00%             | 2024-11-08      | Fixed         | 13.87%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402NYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5525 | PA      | $5609.51      | 0.00%             | 2033-06-01      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608393.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1905 | PA      | $133.20       | 0.00%             | 2027-02-10      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6207861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37929 | PA      | $28067.18     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5328895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2371 | PA      | $1705.65      | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imperial Brands Finance plc                                                        | Imperial Brands Finance plc                                                        | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    5495000 | PA      | $5330589.11   | 0.21%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14185776.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11434 | PA      | $11539.11     | 0.00%             | 2026-06-16      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                          | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class A4              | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $96407.10     | 0.00%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950333.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3550 | PA      | $3518.40      | 0.00%             | 2027-04-14      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| Quest Diagnostics, Inc.                                                            | Quest Diagnostics, Inc.                                                            | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3995871.66   | 0.15%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1694581.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12591 | PA      | $12124.19     | 0.00%             | 2027-01-13      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6199424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3854 | PA      | $3663.97      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826591.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        142 | PA      | $144.16       | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6158330.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1994 | PA      | $1892.93      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17156366.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22374 | PA      | $22672.19     | 0.00%             | 2026-09-07      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15654646.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9371 | PA      | $9424.93      | 0.00%             | 2024-07-05      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4607817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        768 | PA      | $422.83       | 0.00%             | 2023-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4561168.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        715 | PA      | $114.88       | 0.00%             | 2023-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6252047.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21469 | PA      | $19728.28     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5045895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        859 | PA      | $451.83       | 0.00%             | 2023-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950266.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1734 | PA      | $1715.96      | 0.00%             | 2025-04-14      | Fixed         | 13.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5034894.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        456 | PA      | $354.74       | 0.00%             | 2023-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296860.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14959 | PA      | $14860.25     | 0.00%             | 2026-12-22      | Fixed         | 12.01%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 153882991.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7595 | PA      | $7452.08      | 0.00%             | 2024-07-31      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5751155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2880 | PA      | $2805.17      | 0.00%             | 2024-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2427291.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3927 | PA      | $15.87        | 0.00%             | 2027-01-13      | Fixed         | 22.37%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14134773.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8396 | PA      | $8357.17      | 0.00%             | 2025-06-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6241290.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6707 | PA      | $6417.21      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1657152.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9134 | PA      | $2351.72      | 0.00%             | 2024-10-29      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188110736.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9144 | PA      | $8944.19      | 0.00%             | 2027-04-13      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1889255.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2934 | PA      | $2907.17      | 0.00%             | 2024-10-20      | Fixed         | 22.61%                | No            |                  3 | On Loan: No      |
| GNMA                                                                               | GNMA II                                                                            | CUSIP: 36202K6G5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        538 | PA      | $528.10       | 0.00%             | 2026-09-20      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11742165.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10241 | PA      | $10324.97     | 0.00%             | 2026-12-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5735541.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18538 | PA      | $17892.19     | 0.00%             | 2024-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31388JK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30706 | PA      | $30157.80     | 0.00%             | 2031-11-01      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426649.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1060 | PA      | $1041.75      | 0.00%             | 2027-01-13      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991856987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        610 | PA      | $-65.58       | -0.00%            | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5915760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        761 | PA      | $618.34       | 0.00%             | 2024-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950357.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10231 | PA      | $10148.03     | 0.00%             | 2027-04-14      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886677.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1845 | PA      | $1827.15      | 0.00%             | 2024-10-20      | Fixed         | 13.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807783.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        128 | PA      | $127.76       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435334.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2550 | PA      | $2535.25      | 0.00%             | 2027-01-14      | Fixed         | 5.79%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1718966.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8955 | PA      | $8914.10      | 0.00%             | 2028-09-15      | Fixed         | 18.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6245977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        509 | PA      | $484.16       | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5989771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1248 | PA      | $1152.69      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1681444.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16457 | PA      | $15872.52     | 0.00%             | 2026-12-20      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                     | Upgrade Master Pass-Thru Trust, Series 2019-PT1, Class A                           | CUSIP: 91531XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      51729 | PA      | $46534.78     | 0.00%             | 2025-06-15      | Variable      | 22.33%                | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1674635.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14237 | PA      | $13577.26     | 0.00%             | 2026-12-17      | Fixed         | 13.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991924634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         43 | PA      | $44.20        | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17185981.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30721 | PA      | $8488.74      | 0.00%             | 2027-09-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5624998.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1014 | PA      | $926.68       | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5676191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        976 | PA      | $658.55       | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1887487.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1739 | PA      | $1734.98      | 0.00%             | 2024-10-20      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         26 | PA      | $26.16        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6131276.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2758 | PA      | $2591.35      | 0.00%             | 2024-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15585110.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17163 | PA      | $17459.27     | 0.00%             | 2026-08-14      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5879115.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2494 | PA      | $2421.68      | 0.00%             | 2024-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5884585.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22651 | PA      | $18493.18     | 0.00%             | 2024-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5894539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        532 | PA      | $505.74       | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11694723.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4969 | PA      | $5015.77      | 0.00%             | 2023-12-17      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057971.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13059 | PA      | $13203.58     | 0.00%             | 2026-06-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11603796.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12902 | PA      | $12949.54     | 0.00%             | 2026-12-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6261666.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1982 | PA      | $1790.58      | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6190163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        487 | PA      | $452.91       | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296522.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17724 | PA      | $1246.02      | 0.00%             | 2026-12-22      | Fixed         | 27.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6356218.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14462 | PA      | $13236.37     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607571.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17014 | PA      | $16884.49     | 0.00%             | 2027-02-10      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686963.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6233 | PA      | $6022.28      | 0.00%             | 2024-12-16      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2044634.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3177 | PA      | $3158.65      | 0.00%             | 2026-11-15      | Fixed         | 31.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12351684.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14008 | PA      | $14159.99     | 0.00%             | 2025-03-18      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433575.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6986 | PA      | $6933.08      | 0.00%             | 2027-01-14      | Fixed         | 8.87%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1661316.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6943 | PA      | $6646.20      | 0.00%             | 2024-11-29      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991813205.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        777 | PA      | $793.78       | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5692483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2942 | PA      | $2872.34      | 0.00%             | 2024-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5741356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1619 | PA      | $764.90       | 0.00%             | 2024-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436076.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8247 | PA      | $8199.20      | 0.00%             | 2027-01-18      | Fixed         | 6.40%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6034065.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24936 | PA      | $23751.19     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293224.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1579 | PA      | $1569.62      | 0.00%             | 2026-12-21      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        108 | PA      | $110.28       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615653.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2582 | PA      | $2555.98      | 0.00%             | 2027-02-14      | Fixed         | 14.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4637259.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        146 | PA      | $72.45        | 0.00%             | 2023-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5027224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         15 | PA      | $15.18        | 0.00%             | 2023-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295721.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1839 | PA      | $279.56       | 0.00%             | 2026-12-21      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 167285479.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1165 | PA      | $1171.87      | 0.00%             | 2033-02-28      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6362545.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6265 | PA      | $5830.95      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6221216.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6293 | PA      | $5974.83      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16119643.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27342 | PA      | $27831.45     | 0.00%             | 2026-09-20      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                                     | Univision Communications, Inc.                                                     | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2926335.00   | 0.11%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5780078.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2153 | PA      | $2075.13      | 0.00%             | 2024-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6280212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42268 | PA      | $39533.06     | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6005659.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1819 | PA      | $1745.27      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6164285.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1078 | PA      | $1030.68      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 155823373.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12358 | PA      | $11955.17     | 0.00%             | 2024-07-31      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1649857.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12167 | PA      | $11747.44     | 0.00%             | 2026-10-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                                     | NCL Corp. Ltd.                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1650000 | PA      | $1429296.00   | 0.06%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1537 | PA      | $1362.02      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5243505.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20719 | PA      | $11086.09     | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5586619.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9459 | PA      | $9203.88      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24491583.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1658 | PA      | $157.03       | 0.00%             | 2027-11-18      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6200672.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9664 | PA      | $8832.91      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095326.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4177 | PA      | $4130.25      | 0.00%             | 2026-11-22      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13901500.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12320 | PA      | $12194.91     | 0.00%             | 2025-06-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295790.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1590 | PA      | $1570.45      | 0.00%             | 2024-12-21      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5945422.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        492 | PA      | $405.35       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1885593.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35490 | PA      | $35171.62     | 0.00%             | 2026-10-20      | Fixed         | 10.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2242642.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5920 | PA      | $5858.63      | 0.00%             | 2026-12-22      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1749727.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15973 | PA      | $15256.26     | 0.00%             | 2025-04-06      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5720730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4358 | PA      | $4184.55      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5973888.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        742 | PA      | $724.12       | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 152303972.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14469 | PA      | $0.00         | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048909.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2248 | PA      | $2231.51      | 0.00%             | 2026-11-15      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613386.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6860 | PA      | $6788.18      | 0.00%             | 2025-02-11      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048331.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2133 | PA      | $2104.56      | 0.00%             | 2025-04-15      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805497.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         27 | PA      | $27.17        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296898.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9225 | PA      | $9122.60      | 0.00%             | 2026-12-22      | Fixed         | 16.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        119 | PA      | $121.44       | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614419.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2501 | PA      | $2478.96      | 0.00%             | 2027-02-11      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6284704.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15744 | PA      | $14515.27     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5250769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1742 | PA      | $320.03       | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4773719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3041 | PA      | $1629.55      | 0.00%             | 2023-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2653 | PA      | $1936.01      | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298046.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8564 | PA      | $8451.44      | 0.00%             | 2026-12-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6210022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14983 | PA      | $14361.58     | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188048788.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22287 | PA      | $21702.22     | 0.00%             | 2027-04-21      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5989789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1064 | PA      | $824.44       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5964142.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      58935 | PA      | $55036.93     | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6136481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4731 | PA      | $3375.39      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426521.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3101 | PA      | $3080.39      | 0.00%             | 2027-01-13      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425795.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3639 | PA      | $3615.53      | 0.00%             | 2027-01-13      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6045346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7074 | PA      | $6717.46      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1723455.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4395 | PA      | $4192.51      | 0.00%             | 2027-02-18      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                     | FHLMC STACR Debt Notes, Series 2016-DNA1, Class M3                                 | CUSIP: 3137G0HW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    5056993 | PA      | $5287528.30   | 0.20%             | 2028-07-25      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293524.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26631 | PA      | $3858.74      | 0.00%             | 2026-12-21      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950895.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        918 | PA      | $909.38       | 0.00%             | 2027-04-14      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                             | Merrill Lynch Mortgage Investors Trust, Series 2003-A, Class 1A                    | CUSIP: 589929F94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80119 | PA      | $75924.64     | 0.00%             | 2028-03-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5840927.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1011 | PA      | $962.66       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403GCV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15380 | PA      | $15213.19     | 0.00%             | 2033-09-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5558380.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6764 | PA      | $4822.50      | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6290401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10148 | PA      | $9519.70      | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6142310.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1547 | PA      | $1453.13      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5891730.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6448 | PA      | $5650.02      | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300368.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1885 | PA      | $1823.52      | 0.00%             | 2027-05-22      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430869.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9344 | PA      | $4772.68      | 0.00%             | 2027-01-14      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6288398.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7593 | PA      | $7123.73      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612279.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11321 | PA      | $11223.53     | 0.00%             | 2027-02-11      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296844.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2094 | PA      | $2071.51      | 0.00%             | 2026-12-22      | Fixed         | 16.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991773511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        197 | PA      | $205.55       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4463 | PA      | $4221.64      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14163190.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30162 | PA      | $30103.80     | 0.00%             | 2027-05-05      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5830128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        345 | PA      | $320.97       | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429115.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4067 | PA      | $66.03        | 0.00%             | 2027-01-14      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5842255.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1559 | PA      | $1198.79      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4993188.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        839 | PA      | $775.76       | 0.00%             | 2023-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431725.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33821 | PA      | $33511.81     | 0.00%             | 2027-06-14      | Fixed         | 12.26%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144940694.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8638 | PA      | $8276.17      | 0.00%             | 2024-11-30      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950728.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1604 | PA      | $235.20       | 0.00%             | 2027-04-14      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2617029.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1907 | PA      | $280.86       | 0.00%             | 2027-02-14      | Fixed         | 27.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5272717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1763 | PA      | $1706.10      | 0.00%             | 2023-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5053030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          7 | PA      | $6.70         | 0.00%             | 2023-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1705371.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25403 | PA      | $24499.62     | 0.00%             | 2027-01-20      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5059764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        736 | PA      | $601.72       | 0.00%             | 2023-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2615176.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1549 | PA      | $1523.04      | 0.00%             | 2025-02-11      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406GY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3141 | PA      | $3086.21      | 0.00%             | 2035-03-01      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991817978.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        789 | PA      | $811.93       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812184.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         32 | PA      | $32.41        | 0.00%             | 2024-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4623781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        403 | PA      | $107.40       | 0.00%             | 2023-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2292073.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2628 | PA      | $2612.50      | 0.00%             | 2026-12-21      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16111 | PA      | $15455.56     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| InterGen NV                                                                        | InterGen NV                                                                        | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1400828.80   | 0.05%             | 2023-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950494.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1666 | PA      | $1650.53      | 0.00%             | 2025-09-14      | Fixed         | 7.36%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4926169.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        261 | PA      | $210.63       | 0.00%             | 2023-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                               | GNMA II                                                                            | CUSIP: 36202K5J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2983 | PA      | $2927.31      | 0.00%             | 2026-08-20      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6351613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4974 | PA      | $4615.68      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6051951.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2171 | PA      | $2074.37      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4977296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        460 | PA      | $417.86       | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435672.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1390 | PA      | $-9.60        | -0.00%            | 2027-01-18      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4819908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1704 | PA      | $683.60       | 0.00%             | 2023-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607955.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3082 | PA      | $3024.14      | 0.00%             | 2025-07-10      | Fixed         | 23.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853522.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1962 | PA      | $2017.60      | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809335.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          9 | PA      | $9.26         | 0.00%             | 2024-02-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank                                                              | Toronto-Dominion Bank                                                              | CUSIP: 89119BPA8<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   21700000 | PA      | $21673043.83  | 0.84%             | 2023-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5943314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3568 | PA      | $3394.32      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5787138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1688 | PA      | $1628.49      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15145416.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5407 | PA      | $5473.62      | 0.00%             | 2024-07-16      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6216601.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3231 | PA      | $3076.73      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886962.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8615 | PA      | $8585.61      | 0.00%             | 2026-10-20      | Fixed         | 27.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11461158.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31469 | PA      | $31938.14     | 0.00%             | 2026-01-26      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137703.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1236 | PA      | $1066.12      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428662.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1374 | PA      | $1360.14      | 0.00%             | 2025-01-14      | Fixed         | 6.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6241994.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5009 | PA      | $4769.46      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5965612.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1648 | PA      | $888.08       | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4459340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        284 | PA      | $60.63        | 0.00%             | 2033-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950169.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15898 | PA      | $15685.28     | 0.00%             | 2025-04-14      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433097.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32079 | PA      | $31838.43     | 0.00%             | 2027-01-14      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15110089.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6781 | PA      | $6880.12      | 0.00%             | 2024-07-30      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3693768.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1735 | PA      | $36.07        | 0.00%             | 2032-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5806574.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8172 | PA      | $6212.62      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31405PRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5100 | PA      | $4859.18      | 0.00%             | 2044-07-01      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842168.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        476 | PA      | $482.67       | 0.00%             | 2025-02-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2946278.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12475 | PA      | $12315.20     | 0.00%             | 2027-04-14      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2252 | PA      | $2149.36      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294665.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1317 | PA      | $1304.11      | 0.00%             | 2024-12-21      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304658.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4090 | PA      | $3746.53      | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174052.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1618 | PA      | $1508.72      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12287013.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28658 | PA      | $28693.60     | 0.00%             | 2027-03-21      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5966517.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19091 | PA      | $18249.58     | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2424710.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14352 | PA      | $14132.97     | 0.00%             | 2027-01-13      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13913960.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7719 | PA      | $7580.26      | 0.00%             | 2025-06-07      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4881617.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1646 | PA      | $293.19       | 0.00%             | 2023-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1756335.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21198 | PA      | $20085.46     | 0.00%             | 2027-04-12      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6188810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28340 | PA      | $24069.35     | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047210.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7718 | PA      | $7672.79      | 0.00%             | 2026-11-15      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127268.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        748 | PA      | $685.94       | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435681.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1756 | PA      | $1743.95      | 0.00%             | 2027-01-18      | Fixed         | 23.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15449600.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22748 | PA      | $22913.43     | 0.00%             | 2026-08-15      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299890.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4941 | PA      | $4897.22      | 0.00%             | 2026-12-22      | Fixed         | 9.98%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2422977.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17712 | PA      | $17590.00     | 0.00%             | 2027-01-13      | Fixed         | 28.17%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708442.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10353 | PA      | $9866.40      | 0.00%             | 2027-02-15      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096355.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8132 | PA      | $8063.67      | 0.00%             | 2026-11-22      | Fixed         | 11.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608576.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3724 | PA      | $3690.34      | 0.00%             | 2027-02-10      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6053074.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2023 | PA      | $1907.86      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5713253.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1271 | PA      | $1249.71      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037541.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35661 | PA      | $32304.72     | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5944363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4266 | PA      | $3924.22      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434137.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24862 | PA      | $24672.64     | 0.00%             | 2027-01-14      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5047301.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4140 | PA      | $1438.71      | 0.00%             | 2023-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16637553.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10722 | PA      | $10775.34     | 0.00%             | 2026-09-17      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095637.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3386 | PA      | $3371.19      | 0.00%             | 2026-11-22      | Fixed         | 26.80%                | No            |                  3 | On Loan: No      |
| GSR Mortgage Loan Trust                                                            | GSR Mortgage Loan Trust, Series 2005-AR1, Class 1A1                                | CUSIP: 36242DUL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89074 | PA      | $81588.59     | 0.00%             | 2035-01-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6355701.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1323 | PA      | $1219.28      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948941.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9523 | PA      | $9446.30      | 0.00%             | 2027-04-14      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13818738.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36023 | PA      | $36468.41     | 0.00%             | 2025-06-04      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1882891.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1812 | PA      | $1785.88      | 0.00%             | 2027-08-20      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174463.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11193 | PA      | $10500.00     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320548.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4860 | PA      | $4527.75      | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6041983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40970 | PA      | $38243.48     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17458150.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38198 | PA      | $38832.61     | 0.00%             | 2027-09-27      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5266837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3783 | PA      | $2092.88      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299887.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8205 | PA      | $8147.43      | 0.00%             | 2026-12-22      | Fixed         | 9.18%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14372060.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21162 | PA      | $21353.05     | 0.00%             | 2027-08-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11750277.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6293 | PA      | $6334.82      | 0.00%             | 2026-02-06      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434302.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3159 | PA      | $3141.26      | 0.00%             | 2027-01-14      | Fixed         | 31.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2425746.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8016 | PA      | $7964.40      | 0.00%             | 2027-01-13      | Fixed         | 27.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6286967.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2536 | PA      | $2366.09      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5656671.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1219 | PA      | $1126.06      | 0.00%             | 2024-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612477.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12891 | PA      | $12763.18     | 0.00%             | 2027-02-11      | Fixed         | 12.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047678.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3862 | PA      | $3839.07      | 0.00%             | 2026-11-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6283561.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6012 | PA      | $5567.25      | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991840733.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $54.62        | 0.00%             | 2025-02-15      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6265146.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3751 | PA      | $3482.34      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5328385.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        183 | PA      | $163.13       | 0.00%             | 2023-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603615.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19869 | PA      | $19602.33     | 0.00%             | 2027-02-10      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1644782.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4705 | PA      | $4538.00      | 0.00%             | 2024-11-25      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5701010.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10494 | PA      | $10217.49     | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237092.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        481 | PA      | $465.52       | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         14 | PA      | $13.78        | 0.00%             | 2025-02-10      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16690743.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7568 | PA      | $7642.51      | 0.00%             | 2027-08-01      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5179923.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2172 | PA      | $1878.82      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 154931535.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11648 | PA      | $11245.51     | 0.00%             | 2024-09-15      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15638158.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9046 | PA      | $9077.56      | 0.00%             | 2027-08-14      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4199800.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        152 | PA      | $10.23        | 0.00%             | 2032-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2046973.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3074 | PA      | $3055.26      | 0.00%             | 2026-11-15      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6000275.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6823 | PA      | $6577.82      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5650899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        725 | PA      | $695.36       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605139.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2390 | PA      | $2372.93      | 0.00%             | 2029-02-10      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6120756.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1658 | PA      | $1476.47      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4761481.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4254 | PA      | $809.40       | 0.00%             | 2023-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304097.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11661 | PA      | $10772.43     | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4549880.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3819 | PA      | $629.83       | 0.00%             | 2023-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819588.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        672 | PA      | $686.37       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433080.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13849 | PA      | $13759.70     | 0.00%             | 2027-01-14      | Fixed         | 22.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6146154.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7095 | PA      | $6729.93      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3361155.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1466 | PA      | $12.97        | 0.00%             | 2023-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5040599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        711 | PA      | $691.78       | 0.00%             | 2023-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948824.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4982 | PA      | $4938.80      | 0.00%             | 2027-04-14      | Fixed         | 27.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424171.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6974 | PA      | $6909.93      | 0.00%             | 2025-01-13      | Fixed         | 9.46%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6354944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25853 | PA      | $23865.06     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6352827.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6770 | PA      | $6323.20      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165938778.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6496 | PA      | $6255.95      | 0.00%             | 2025-02-03      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614513.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1445 | PA      | $1432.84      | 0.00%             | 2027-02-11      | Fixed         | 28.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14331555.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17744 | PA      | $17766.66     | 0.00%             | 2026-06-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6038964.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4568 | PA      | $4376.35      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612268.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2446 | PA      | $-4.13        | -0.00%            | 2027-02-11      | Fixed         | 28.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095820.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9258 | PA      | $9143.69      | 0.00%             | 2026-11-22      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4960204.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        686 | PA      | $499.89       | 0.00%             | 2023-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31405XXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4779 | PA      | $4693.19      | 0.00%             | 2034-12-01      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5166653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3020 | PA      | $2797.49      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5729103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4564 | PA      | $4348.93      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7580 | PA      | $7238.36      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2021-15, Class A4                               | CUSIP: 46654TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2216739 | PA      | $1969874.40   | 0.08%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14162980.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34223 | PA      | $34295.16     | 0.00%             | 2027-06-20      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427657.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4179 | PA      | $4148.28      | 0.00%             | 2027-01-13      | Fixed         | 9.70%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6356687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13835 | PA      | $12881.88     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6158349.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4838 | PA      | $4540.45      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997569.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1092 | PA      | $1052.33      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4908035.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5837 | PA      | $1179.67      | 0.00%             | 2023-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4049053.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3993 | PA      | $186.21       | 0.00%             | 2032-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431623.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33552 | PA      | $33141.96     | 0.00%             | 2027-01-18      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6202799.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5267 | PA      | $5052.24      | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14766983.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36865 | PA      | $37440.49     | 0.00%             | 2027-07-20      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171749.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3125 | PA      | $2884.75      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255001.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26702 | PA      | $25063.58     | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2014368.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4388 | PA      | $4362.18      | 0.00%             | 2026-11-15      | Fixed         | 29.70%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31406C6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9000 | PA      | $8772.10      | 0.00%             | 2033-08-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        876 | PA      | $792.01       | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294735.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3256 | PA      | $3232.15      | 0.00%             | 2026-12-21      | Fixed         | 8.57%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13628198.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6273 | PA      | $6346.54      | 0.00%             | 2024-05-20      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991803118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        109 | PA      | $7.70         | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                         | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5               | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1442150.55   | 0.06%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435949.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2501 | PA      | $2478.71      | 0.00%             | 2027-01-18      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435774.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2489 | PA      | $2469.48      | 0.00%             | 2027-01-18      | Fixed         | 7.71%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24763225.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21755 | PA      | $22824.95     | 0.00%             | 2024-12-24      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812557.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         94 | PA      | $93.67        | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6289638.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31362 | PA      | $28943.04     | 0.00%             | 2024-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299084.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6630 | PA      | $6572.10      | 0.00%             | 2026-12-22      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                            | Banque Ouest Africaine de Developpement                                            | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |    3900000 | PA      | $3737994.00   | 0.14%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295605.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4419 | PA      | $4377.17      | 0.00%             | 2027-05-21      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11672772.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23159 | PA      | $23324.58     | 0.00%             | 2025-12-01      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613777.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1819 | PA      | $1800.09      | 0.00%             | 2027-07-11      | Fixed         | 27.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293520.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4258 | PA      | $4196.34      | 0.00%             | 2026-12-21      | Fixed         | 17.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5927899.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4891 | PA      | $4733.51      | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2602240.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5892 | PA      | $3506.45      | 0.00%             | 2027-02-10      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951375.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3008 | PA      | $2980.36      | 0.00%             | 2027-04-14      | Fixed         | 22.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835889.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         90 | PA      | $92.29        | 0.00%             | 2024-02-14      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432514.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29271 | PA      | $29062.21     | 0.00%             | 2027-01-14      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14959860.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42161 | PA      | $41823.43     | 0.00%             | 2025-06-03      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296757.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5093 | PA      | $5052.35      | 0.00%             | 2026-12-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5266300.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2053 | PA      | $1952.29      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6060944.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12121 | PA      | $11514.66     | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15727324.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9411 | PA      | $9323.89      | 0.00%             | 2025-08-20      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15705719.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7895 | PA      | $8023.49      | 0.00%             | 2024-08-20      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1750153.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8087 | PA      | $7638.03      | 0.00%             | 2027-04-06      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4660577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5607 | PA      | $1199.95      | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5898468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23467 | PA      | $22687.96     | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048201.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21554 | PA      | $21332.26     | 0.00%             | 2026-11-15      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5984705.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26186 | PA      | $25171.91     | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BNP Paribas SA                                                                     | BNP Paribas SA                                                                     | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5700000 | PA      | $5461906.50   | 0.21%             | 2025-11-19      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5842117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        817 | PA      | $790.88       | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14818480.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36567 | PA      | $37106.04     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14153218.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24289 | PA      | $24351.92     | 0.00%             | 2026-05-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         32 | PA      | $32.07        | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991848451.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         99 | PA      | $100.53       | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5582611.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1784 | PA      | $1743.37      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31375VE74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96081 | PA      | $94813.80     | 0.00%             | 2036-08-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825566.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        104 | PA      | $108.49       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614470.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8803 | PA      | $8717.47      | 0.00%             | 2027-02-11      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13962367.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35831 | PA      | $7926.12      | 0.00%             | 2027-06-18      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6041836.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7264 | PA      | $6971.64      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830580.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         39 | PA      | $40.07        | 0.00%             | 2024-02-15      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949532.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        945 | PA      | $268.26       | 0.00%             | 2027-04-14      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14920948.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17518 | PA      | $17744.27     | 0.00%             | 2025-07-22      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 153537119.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3962 | PA      | $3852.48      | 0.00%             | 2024-08-25      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426985.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29909 | PA      | $29705.50     | 0.00%             | 2027-01-13      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4628916.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1236 | PA      | $554.82       | 0.00%             | 2023-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611816.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2659 | PA      | $2635.57      | 0.00%             | 2027-02-11      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13745262.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39104 | PA      | $39505.43     | 0.00%             | 2025-05-16      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096342.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4369 | PA      | $4357.37      | 0.00%             | 2026-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431333.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1025 | PA      | $1013.86      | 0.00%             | 2027-01-14      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434822.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3634 | PA      | $3597.67      | 0.00%             | 2025-01-14      | Fixed         | 5.80%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296512.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24344 | PA      | $24211.35     | 0.00%             | 2026-12-22      | Fixed         | 6.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6219118.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9168 | PA      | $8777.67      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1702131.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11412 | PA      | $10946.12     | 0.00%             | 2025-01-14      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4812628.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7404 | PA      | $2666.08      | 0.00%             | 2023-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5825210.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2594 | PA      | $2409.09      | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991813309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        153 | PA      | $158.86       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4609191.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3981 | PA      | $1513.91      | 0.00%             | 2023-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5570675.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3998 | PA      | $3900.99      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294345.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7081 | PA      | $7015.81      | 0.00%             | 2026-12-21      | Fixed         | 12.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298368.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3876 | PA      | $3840.16      | 0.00%             | 2027-10-22      | Fixed         | 11.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437504.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1624 | PA      | $1611.66      | 0.00%             | 2027-06-18      | Fixed         | 27.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2603788.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11652 | PA      | $837.25       | 0.00%             | 2027-02-11      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293069.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1715 | PA      | $508.74       | 0.00%             | 2026-12-21      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1718307.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5496 | PA      | $5472.05      | 0.00%             | 2026-09-15      | Fixed         | 30.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6260506.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27144 | PA      | $25336.36     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14688432.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11403 | PA      | $11584.57     | 0.00%             | 2027-07-21      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148465404.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6369 | PA      | $6283.70      | 0.00%             | 2024-03-06      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17362213.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19060 | PA      | $19232.11     | 0.00%             | 2027-09-25      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6300719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30358 | PA      | $28462.02     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436245.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6323 | PA      | $909.15       | 0.00%             | 2027-01-18      | Fixed         | 17.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610493.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1478 | PA      | $1453.41      | 0.00%             | 2027-02-11      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                           | Bristol-Myers Squibb Co.                                                           | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2551000 | PA      | $2491266.12   | 0.10%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991829022.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         79 | PA      | $79.09        | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5951912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3091 | PA      | $2895.26      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1681423.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12359 | PA      | $11919.59     | 0.00%             | 2026-12-20      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095096.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3373 | PA      | $-43.52       | -0.00%            | 2026-11-22      | Fixed         | 31.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294886.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1677 | PA      | $1656.61      | 0.00%             | 2026-12-21      | Fixed         | 19.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047934.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2757 | PA      | $2726.56      | 0.00%             | 2024-11-15      | Fixed         | 23.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5796971.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1688 | PA      | $1646.97      | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950489.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20185 | PA      | $20005.70     | 0.00%             | 2027-04-14      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991762706.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        102 | PA      | $106.77       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293376.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33764 | PA      | $33573.64     | 0.00%             | 2026-12-21      | Fixed         | 31.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14178961.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5646 | PA      | $5719.83      | 0.00%             | 2024-06-17      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15593978.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15399 | PA      | $15532.44     | 0.00%             | 2027-09-21      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1702128.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12796 | PA      | $12333.25     | 0.00%             | 2027-01-23      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1755081.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4874 | PA      | $4659.08      | 0.00%             | 2025-04-08      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432960.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1561 | PA      | $1548.37      | 0.00%             | 2027-06-14      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299432.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2444 | PA      | $2416.35      | 0.00%             | 2024-12-22      | Fixed         | 24.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5806779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2070 | PA      | $2003.93      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6297772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9397 | PA      | $8635.96      | 0.00%             | 2024-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435184.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7248 | PA      | $7188.28      | 0.00%             | 2025-01-14      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1753728.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1591 | PA      | $1519.82      | 0.00%             | 2025-04-07      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429435.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10611 | PA      | $10460.40     | 0.00%             | 2027-01-14      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6125282.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1947 | PA      | $1686.15      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                              | FHLMC Gold Pool, 15 Year                                                           | CUSIP: 3128PLVF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1879 | PA      | $1912.84      | 0.00%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5813304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        280 | PA      | $275.30       | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6143896.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6534 | PA      | $6102.36      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14104273.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14431 | PA      | $14410.86     | 0.00%             | 2025-06-11      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6362613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1658 | PA      | $1547.69      | 0.00%             | 2024-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14196847.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8731 | PA      | $8690.58      | 0.00%             | 2025-06-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6305624.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18862 | PA      | $17555.85     | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950563.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8322 | PA      | $1111.31      | 0.00%             | 2027-04-14      | Fixed         | 10.38%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1691645.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1758 | PA      | $1707.38      | 0.00%             | 2027-01-19      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2605935.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5902 | PA      | $5855.15      | 0.00%             | 2027-12-10      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5943409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2408 | PA      | $2194.72      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11750409.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16236 | PA      | $16230.57     | 0.00%             | 2027-02-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        299 | PA      | $-1.88        | -0.00%            | 2025-02-15      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5984682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        705 | PA      | $397.43       | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5576519.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8041 | PA      | $5371.70      | 0.00%             | 2023-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5588372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8728 | PA      | $5969.45      | 0.00%             | 2023-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle GMS Finance MM CLO LLC                                                     | Carlyle GMS Finance MM CLO LLC, Series 2015-1A, Class A2R                          | CUSIP: 14310QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7300000 | PA      | $6958502.41   | 0.27%             | 2031-10-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296567.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1727 | PA      | $1721.81      | 0.00%             | 2026-12-22      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1714660.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26836 | PA      | $26630.15     | 0.00%             | 2026-09-15      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096102.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6791 | PA      | $6740.00      | 0.00%             | 2026-11-22      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991740852.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        144 | PA      | $144.49       | 0.00%             | 2025-02-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6240461.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1471 | PA      | $1363.05      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        493 | PA      | $501.92       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3700150.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3008 | PA      | $67.45        | 0.00%             | 2032-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297583.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15938 | PA      | $14992.90     | 0.00%             | 2026-12-22      | Fixed         | 14.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436944.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25511 | PA      | $25264.37     | 0.00%             | 2027-01-18      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6038307.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11023 | PA      | $8279.68      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807617.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        307 | PA      | $248.45       | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5581736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4902 | PA      | $4695.81      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4625409.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2098 | PA      | $430.28       | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 146832728.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2636 | PA      | $2592.53      | 0.00%             | 2024-01-30      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14243912.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7949 | PA      | $7906.97      | 0.00%             | 2027-06-17      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5550397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22936 | PA      | $13190.96     | 0.00%             | 2023-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2429192.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6002 | PA      | $5969.35      | 0.00%             | 2027-01-14      | Fixed         | 34.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608348.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5381 | PA      | $5332.32      | 0.00%             | 2027-02-10      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1694158.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5079 | PA      | $4889.29      | 0.00%             | 2027-01-12      | Fixed         | 12.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14964964.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23295 | PA      | $23438.34     | 0.00%             | 2026-07-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438018.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3824 | PA      | $3608.12      | 0.00%             | 2025-01-18      | Fixed         | 23.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4916623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         31 | PA      | $27.55        | 0.00%             | 2023-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5822383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42802 | PA      | $40371.70     | 0.00%             | 2024-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5629699.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1731 | PA      | $1687.45      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio                             | Institutional Fiduciary Trust - Money Market Portfolio                             | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   46597469 | NS      | $46597468.65  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1714869.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7667 | PA      | $7625.75      | 0.00%             | 2024-09-15      | Fixed         | 15.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423321.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6635 | PA      | $6584.18      | 0.00%             | 2027-01-13      | Fixed         | 7.44%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296542.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5175 | PA      | $5155.27      | 0.00%             | 2026-12-22      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5930797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12741 | PA      | $11439.87     | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13628826.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24819 | PA      | $24900.50     | 0.00%             | 2027-05-20      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716921.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3227 | PA      | $3196.12      | 0.00%             | 2024-09-15      | Fixed         | 23.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095720.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9006 | PA      | $1390.64      | 0.00%             | 2026-11-22      | Fixed         | 27.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614372.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13936 | PA      | $13798.52     | 0.00%             | 2027-02-11      | Fixed         | 12.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5337907.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7549 | PA      | $6559.62      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991843227.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        217 | PA      | $226.62       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1885835.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2698 | PA      | $2686.99      | 0.00%             | 2026-10-20      | Fixed         | 22.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048646.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5828 | PA      | $5756.03      | 0.00%             | 2026-11-15      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6157970.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6781 | PA      | $6462.71      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171064.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3761 | PA      | $3459.07      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142298949.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6978 | PA      | $6919.18      | 0.00%             | 2023-10-24      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991826791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2098 | PA      | $2178.86      | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5169690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2456 | PA      | $1995.77      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14189919.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14587 | PA      | $14503.90     | 0.00%             | 2027-06-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423658.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1719 | PA      | $1692.57      | 0.00%             | 2025-01-13      | Fixed         | 27.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5990408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12219 | PA      | $11629.20     | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296465.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3547 | PA      | $3505.97      | 0.00%             | 2024-12-22      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951435.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1841 | PA      | $1826.11      | 0.00%             | 2027-04-14      | Fixed         | 30.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2300491.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2317 | PA      | $2297.85      | 0.00%             | 2026-12-22      | Fixed         | 11.05%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 151979821.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6772 | PA      | $6602.51      | 0.00%             | 2024-05-28      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4027848.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13882 | PA      | $629.54       | 0.00%             | 2032-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425046.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2931 | PA      | $2892.34      | 0.00%             | 2025-01-13      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612944.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6707 | PA      | $6649.95      | 0.00%             | 2027-02-11      | Fixed         | 29.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6151184.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2500 | PA      | $2145.79      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6041791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2312 | PA      | $2091.30      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 154267934.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14387 | PA      | $13958.98     | 0.00%             | 2024-07-15      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5255 | PA      | $4972.73      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991941145.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        285 | PA      | $290.20       | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17058236.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14099 | PA      | $14314.65     | 0.00%             | 2025-09-19      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5587721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1489 | PA      | $1429.44      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3908447.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        608 | PA      | $22.41        | 0.00%             | 2032-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951612.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1009 | PA      | $999.60       | 0.00%             | 2027-04-14      | Fixed         | 24.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991839939.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        580 | PA      | $600.77       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299805.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1954 | PA      | $1938.84      | 0.00%             | 2027-05-22      | Fixed         | 8.23%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDI                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   45750000 | PA      | $-1839493.77  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612347.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34295 | PA      | $33943.06     | 0.00%             | 2027-02-11      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6048520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1908 | PA      | $1832.30      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4604781.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        297 | PA      | $267.32       | 0.00%             | 2023-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14180533.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16934 | PA      | $16913.42     | 0.00%             | 2027-06-18      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6151073.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1246 | PA      | $1122.59      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148905494.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6975 | PA      | $5523.39      | 0.00%             | 2024-07-18      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950329.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2028 | PA      | $2002.73      | 0.00%             | 2025-04-14      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        918 | PA      | $935.86       | 0.00%             | 2025-02-14      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066079.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2302 | PA      | $2159.88      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250833.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5223 | PA      | $4684.76      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617402.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3122 | PA      | $3071.09      | 0.00%             | 2027-02-14      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4620208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2740 | PA      | $927.33       | 0.00%             | 2023-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5727565.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        456 | PA      | $446.24       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16899204.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27817 | PA      | $28117.21     | 0.00%             | 2027-07-23      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048990.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2652 | PA      | $2611.10      | 0.00%             | 2026-11-15      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5732468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1290 | PA      | $527.68       | 0.00%             | 2024-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11740833.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12730 | PA      | $12649.91     | 0.00%             | 2024-12-22      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804663.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        136 | PA      | $141.92       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426497.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4830 | PA      | $4777.55      | 0.00%             | 2025-01-13      | Fixed         | 20.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991762414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         95 | PA      | $-4.67        | -0.00%            | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991817001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        572 | PA      | $136.90       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6007679.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2475 | PA      | $2214.62      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5919721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1884 | PA      | $1795.22      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                    | Citigroup, Inc.                                                                    | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10961263.17  | 0.42%             | 2024-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5073687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4419 | PA      | $2137.24      | 0.00%             | 2023-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6261373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20691 | PA      | $19435.98     | 0.00%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616168.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12307 | PA      | $12106.23     | 0.00%             | 2027-02-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA Connecticut Avenue Securities, Series 2014-C03, Class 2M2                     | CUSIP: 30711XAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    3494352 | PA      | $3531442.15   | 0.14%             | 2024-07-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165015.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16772 | PA      | $16133.26     | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951228.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3347 | PA      | $3317.41      | 0.00%             | 2027-04-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3212181.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        380 | PA      | $1.26         | 0.00%             | 2023-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047044.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12201 | PA      | $12083.32     | 0.00%             | 2026-11-15      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5533324.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8841 | PA      | $8356.98      | 0.00%             | 2023-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6150428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18398 | PA      | $17672.67     | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425497.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13794 | PA      | $13656.38     | 0.00%             | 2025-01-13      | Fixed         | 7.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5821779.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        864 | PA      | $846.15       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294351.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1898 | PA      | $1881.90      | 0.00%             | 2024-12-21      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142456892.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7382 | PA      | $7232.19      | 0.00%             | 2023-11-02      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293867.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9111 | PA      | $8650.76      | 0.00%             | 2026-12-21      | Fixed         | 30.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227841.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3051 | PA      | $2818.90      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5006802.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7127 | PA      | $3018.37      | 0.00%             | 2023-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437643.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15920 | PA      | $15815.18     | 0.00%             | 2027-01-18      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5649190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        248 | PA      | $231.02       | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6133817.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1361 | PA      | $899.79       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5839839.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7345 | PA      | $7117.78      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095545.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2341 | PA      | $2201.01      | 0.00%             | 2027-04-22      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16905384.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43210 | PA      | $43926.31     | 0.00%             | 2027-09-15      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15602475.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16495 | PA      | $16773.50     | 0.00%             | 2027-08-19      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5904672.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1437 | PA      | $1343.84      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16069326.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4221 | PA      | $4214.91      | 0.00%             | 2025-08-27      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1753737.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2427 | PA      | $2317.61      | 0.00%             | 2025-04-17      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| Cigna Corp.                                                                        | Cigna Corp.                                                                        | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $7482155.35   | 0.29%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                           | COLT Mortgage Loan Trust, Series 2022-4, Class A1                                  | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3047292 | PA      | $2981778.18   | 0.12%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5096024.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10346 | PA      | $7592.46      | 0.00%             | 2023-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3407926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1511 | PA      | $15.47        | 0.00%             | 2023-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31390WRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58012 | PA      | $56644.06     | 0.00%             | 2033-09-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2603295.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8905 | PA      | $8823.91      | 0.00%             | 2027-02-10      | Fixed         | 23.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991852753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        146 | PA      | $153.18       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016754.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19764 | PA      | $16943.37     | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991898765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4488 | PA      | $4572.71      | 0.00%             | 2025-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31389R4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13209 | PA      | $12885.77     | 0.00%             | 2032-03-01      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991982440.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         68 | PA      | $68.94        | 0.00%             | 2025-02-16      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237922.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3197 | PA      | $2964.63      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5950189.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2655 | PA      | $2555.75      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1757065.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9701 | PA      | $9321.41      | 0.00%             | 2025-04-15      | Fixed         | 22.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611481.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8787 | PA      | $8691.95      | 0.00%             | 2025-02-11      | Fixed         | 10.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255368.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2067 | PA      | $1931.88      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6012051.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7876 | PA      | $7569.60      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15524582.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12871 | PA      | $13075.03     | 0.00%             | 2025-08-25      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1716025.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2973 | PA      | $2948.86      | 0.00%             | 2024-09-15      | Fixed         | 10.69%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 157178824.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4877 | PA      | $4737.53      | 0.00%             | 2024-08-20      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836539.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        466 | PA      | $58.17        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047660.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2288 | PA      | $2274.90      | 0.00%             | 2026-11-15      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5840690.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1592 | PA      | $1499.93      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431803.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3409 | PA      | $3359.34      | 0.00%             | 2027-01-14      | Fixed         | 21.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611511.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5750 | PA      | $5694.39      | 0.00%             | 2027-02-11      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996159.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2083 | PA      | $1977.16      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5912027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7298 | PA      | $7080.25      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991835935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        353 | PA      | $368.42       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5834006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3929 | PA      | $3515.90      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6242026.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1898 | PA      | $1577.11      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2320 | PA      | $2121.81      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991922196.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        323 | PA      | $76.95        | 0.00%             | 2025-02-12      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046270.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2166 | PA      | $1548.74      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12418031.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17998 | PA      | $18186.54     | 0.00%             | 2025-03-22      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5882796.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        543 | PA      | $528.93       | 0.00%             | 2024-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188654930.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4885 | PA      | $4889.23      | 0.00%             | 2025-04-22      | Fixed         | 24.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991974835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1240 | PA      | $815.37       | 0.00%             | 2025-02-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431351.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        242 | PA      | $238.07       | 0.00%             | 2027-01-14      | Fixed         | 20.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094728.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3236 | PA      | $3208.73      | 0.00%             | 2026-11-22      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4937154.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3819 | PA      | $2888.21      | 0.00%             | 2023-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4978753.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        272 | PA      | $157.71       | 0.00%             | 2023-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142148879.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5019 | PA      | $5053.97      | 0.00%             | 2023-10-18      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5991364.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2934 | PA      | $2843.17      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5841603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9837 | PA      | $8604.65      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1717416.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2085 | PA      | $2071.64      | 0.00%             | 2024-09-15      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1693661.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2724 | PA      | $2292.64      | 0.00%             | 2025-01-21      | Fixed         | 21.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171732.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        576 | PA      | $511.84       | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6194735.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2732 | PA      | $2595.27      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5945383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1669 | PA      | $1624.78      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5814029.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2764 | PA      | $2587.28      | 0.00%             | 2024-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162782888.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19513 | PA      | $18545.68     | 0.00%             | 2025-05-25      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6319653.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7136 | PA      | $6619.58      | 0.00%             | 2024-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991827757.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        167 | PA      | $170.00       | 0.00%             | 2025-02-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 156287957.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14984 | PA      | $14497.01     | 0.00%             | 2024-08-11      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049268.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5918 | PA      | $5824.51      | 0.00%             | 2026-11-15      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6065996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2032 | PA      | $1966.07      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          6 | PA      | $5.75         | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5902180.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1633 | PA      | $1586.43      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3238373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        870 | PA      | $0.77         | 0.00%             | 2023-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991850326.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        847 | PA      | $58.71        | 0.00%             | 2025-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6244810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4025 | PA      | $3808.87      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991857458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         93 | PA      | $94.63        | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047021.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30244 | PA      | $29935.29     | 0.00%             | 2026-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15567566.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6558 | PA      | $6657.18      | 0.00%             | 2025-08-13      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296578.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4336 | PA      | $4311.37      | 0.00%             | 2026-12-21      | Fixed         | 28.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        987 | PA      | $840.15       | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294325.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4009 | PA      | $3977.36      | 0.00%             | 2024-12-22      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435933.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1810 | PA      | $1786.39      | 0.00%             | 2025-01-18      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2292873.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        954 | PA      | $279.25       | 0.00%             | 2027-05-21      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA, 15 Year                                                                      | CUSIP: 31418UW59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55681 | PA      | $56391.27     | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5239973.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2894 | PA      | $2278.53      | 0.00%             | 2023-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295222.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2414 | PA      | $2392.76      | 0.00%             | 2024-12-21      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5675962.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2334 | PA      | $2256.16      | 0.00%             | 2024-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6135022.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6574 | PA      | $6312.11      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5990187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3847 | PA      | $3650.44      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016248.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        447 | PA      | $438.56       | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991805134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        701 | PA      | $160.48       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991878584.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        308 | PA      | $321.48       | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991858233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2230 | PA      | $2256.52      | 0.00%             | 2025-02-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5628145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5190 | PA      | $4897.96      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991813666.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         75 | PA      | $76.15        | 0.00%             | 2024-02-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127003.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2626 | PA      | $2506.44      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6133232.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31573 | PA      | $30059.47     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5918598.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3973 | PA      | $3838.48      | 0.00%             | 2024-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13695730.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7002 | PA      | $7009.91      | 0.00%             | 2027-06-28      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 158788102.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7792 | PA      | $7582.75      | 0.00%             | 2025-01-16      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991801930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1141 | PA      | $269.76       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293012.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2620 | PA      | $2582.92      | 0.00%             | 2026-12-21      | Fixed         | 24.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430348.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4379 | PA      | $4332.27      | 0.00%             | 2025-01-14      | Fixed         | 5.31%                 | No            |                  3 | On Loan: No      |
| Blackrock European CLO IX DAC                                                      | Blackrock European CLO IX DAC, Series 9A, Class A                                  | CUSIP: N/A<br>LEI: 549300CTNII509TFCV23       | Long             | ABS-CBDO         | CORP              | IE        |    3300000 | PA      | $3491866.95   | 0.14%             | 2032-12-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14195756.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14804 | PA      | $14750.58     | 0.00%             | 2027-06-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6212509.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2271 | PA      | $2163.89      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434354.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4248 | PA      | $4210.21      | 0.00%             | 2027-01-14      | Fixed         | 13.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6225651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6052 | PA      | $5730.88      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047100.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2606 | PA      | $2590.80      | 0.00%             | 2026-11-15      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1714417.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2639 | PA      | $388.34       | 0.00%             | 2026-09-15      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5128373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4188 | PA      | $3273.49      | 0.00%             | 2023-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5821609.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7484 | PA      | $6675.81      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150114686.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3180 | PA      | $3107.61      | 0.00%             | 2024-04-16      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6258767.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      52399 | PA      | $50055.71     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2945700.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5786 | PA      | $5734.48      | 0.00%             | 2027-04-14      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13694672.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27572 | PA      | $27338.64     | 0.00%             | 2027-05-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5976576.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22097 | PA      | $21122.27     | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                          | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3000000 | PA      | $2646197.28   | 0.10%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 187548690.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13445 | PA      | $13395.87     | 0.00%             | 2027-04-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1682491.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11939 | PA      | $11450.98     | 0.00%             | 2026-12-29      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047676.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22685 | PA      | $6616.14      | 0.00%             | 2026-11-15      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603034.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9010 | PA      | $8884.82      | 0.00%             | 2027-02-10      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435658.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         73 | PA      | $72.27        | 0.00%             | 2027-01-18      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609605.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5917 | PA      | $425.73       | 0.00%             | 2027-02-11      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5989556.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1826 | PA      | $1730.25      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188623242.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16272 | PA      | $16200.14     | 0.00%             | 2027-04-21      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        259 | PA      | $20.29        | 0.00%             | 2025-02-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5662504.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2497 | PA      | $2432.06      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436879.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1391 | PA      | $1376.99      | 0.00%             | 2025-01-18      | Fixed         | 8.26%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6057513.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        574 | PA      | $536.88       | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4877812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2397 | PA      | $516.22       | 0.00%             | 2023-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5960644.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1214 | PA      | $647.15       | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31407F6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9712 | PA      | $9618.73      | 0.00%             | 2035-07-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        518 | PA      | $35.66        | 0.00%             | 2025-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                      | Mill City Mortgage Loan Trust, Series 2018-1, Class A1                             | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3969021 | PA      | $3842507.02   | 0.15%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5734810.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1073 | PA      | $1032.95      | 0.00%             | 2024-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5787332.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8871 | PA      | $8506.10      | 0.00%             | 2024-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32909 | PA      | $30846.89     | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 154462977.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3875 | PA      | $3759.32      | 0.00%             | 2024-07-01      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15069494.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14829 | PA      | $15099.39     | 0.00%             | 2027-09-27      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5956692.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2132 | PA      | $2063.91      | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6032901.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25489 | PA      | $24742.25     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2433366.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1715 | PA      | $1701.40      | 0.00%             | 2027-01-14      | Fixed         | 32.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4626080.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        720 | PA      | $459.08       | 0.00%             | 2023-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4938983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1318 | PA      | $207.94       | 0.00%             | 2023-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17496469.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13712 | PA      | $13858.76     | 0.00%             | 2025-08-10      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4935141.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1247 | PA      | $908.29       | 0.00%             | 2023-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612614.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8672 | PA      | $8595.87      | 0.00%             | 2027-02-11      | Fixed         | 21.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2282956.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        829 | PA      | $820.15       | 0.00%             | 2026-12-22      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6252928.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11111 | PA      | $10209.57     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048395.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2576 | PA      | $2550.95      | 0.00%             | 2026-11-15      | Fixed         | 12.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4012864.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        422 | PA      | $13.70        | 0.00%             | 2032-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6321655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1724 | PA      | $1595.27      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6159006.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5279 | PA      | $4431.02      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royalty Pharma plc                                                                 | Royalty Pharma plc                                                                 | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $608788.13    | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14159440.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14436 | PA      | $14376.45     | 0.00%             | 2027-06-20      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991764741.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3043 | PA      | $3056.05      | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5928651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18363 | PA      | $16806.19     | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5830566.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4802 | PA      | $4694.79      | 0.00%             | 2024-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4886936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29822 | PA      | $7494.52      | 0.00%             | 2023-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5779837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2892 | PA      | $2793.95      | 0.00%             | 2024-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808149.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        107 | PA      | $74.07        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5662072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        639 | PA      | $431.43       | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5925434.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2656 | PA      | $2248.06      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14104736.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6037 | PA      | $6039.30      | 0.00%             | 2027-06-17      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855348.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4719 | PA      | $4522.25      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5908719.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        573 | PA      | $559.35       | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435380.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4635 | PA      | $4592.46      | 0.00%             | 2027-01-14      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                    | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5045543.69   | 0.20%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5263778.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1341 | PA      | $1118.88      | 0.00%             | 2023-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6214651.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      59747 | PA      | $56619.07     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6339757.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16753 | PA      | $15599.75     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4622336.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1063 | PA      | $272.86       | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6183857.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1531 | PA      | $1408.88      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5900201.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7761 | PA      | $7419.01      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6310988.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44725 | PA      | $41655.70     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5178912.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2751 | PA      | $1958.50      | 0.00%             | 2023-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13827661.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20941 | PA      | $4134.33      | 0.00%             | 2027-06-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2423090.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2443 | PA      | $178.01       | 0.00%             | 2025-06-13      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614362.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1952 | PA      | $1135.66      | 0.00%             | 2025-02-11      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5870996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        890 | PA      | $712.49       | 0.00%             | 2024-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298344.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5321 | PA      | $5271.86      | 0.00%             | 2024-12-22      | Fixed         | 7.65%                 | 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      | $-2140288.58  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16053754.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30451 | PA      | $30984.38     | 0.00%             | 2027-08-27      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         93 | PA      | $92.40        | 0.00%             | 2025-02-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614929.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3920 | PA      | $3882.49      | 0.00%             | 2027-02-11      | Fixed         | 16.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5973933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5531 | PA      | $5352.79      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6026537.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29176 | PA      | $27721.43     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5995929.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2248 | PA      | $2152.68      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046597.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16494 | PA      | $16337.58     | 0.00%             | 2026-11-15      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615652.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3609 | PA      | $3573.62      | 0.00%             | 2027-02-11      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 162779428.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11016 | PA      | $9758.93      | 0.00%             | 2025-02-28      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13798065.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13164 | PA      | $2840.33      | 0.00%             | 2025-06-03      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5974178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1101 | PA      | $1074.96      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4975394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1690 | PA      | $553.08       | 0.00%             | 2023-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5802881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        534 | PA      | $520.92       | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437642.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1073 | PA      | $1063.70      | 0.00%             | 2027-01-18      | Fixed         | 9.64%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31403CNW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14343 | PA      | $14046.17     | 0.00%             | 2033-11-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823354.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        503 | PA      | $387.83       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15039028.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7487 | PA      | $7467.88      | 0.00%             | 2027-07-16      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15557986.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38762 | PA      | $39236.83     | 0.00%             | 2027-06-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4979999.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         44 | PA      | $43.11        | 0.00%             | 2023-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991851352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         18 | PA      | $17.74        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2618814.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5882 | PA      | $5830.93      | 0.00%             | 2027-02-14      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604123.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7619 | PA      | $7560.11      | 0.00%             | 2027-02-10      | Fixed         | 8.47%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047837.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3258 | PA      | $3103.48      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 992002854.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8917 | PA      | $620.37       | 0.00%             | 2025-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31404JLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2670 | PA      | $2703.15      | 0.00%             | 2034-02-01      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3566831.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2799 | PA      | $47.07        | 0.00%             | 2023-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615159.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4816 | PA      | $4737.16      | 0.00%             | 2027-02-11      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5318956.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6302 | PA      | $4480.17      | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14876648.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21787 | PA      | $22103.65     | 0.00%             | 2027-07-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1888195.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5899 | PA      | $410.13       | 0.00%             | 2026-10-20      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         65 | PA      | $66.76        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2047661.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4393 | PA      | $4360.67      | 0.00%             | 2026-11-15      | Fixed         | 29.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611597.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12319 | PA      | $7493.77      | 0.00%             | 2027-12-11      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5152039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3184 | PA      | $1166.34      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250370.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11303 | PA      | $10579.06     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986742.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2023 | PA      | $1642.64      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991831703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $45.82        | 0.00%             | 2024-02-14      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295900.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2720 | PA      | $2696.64      | 0.00%             | 2024-12-22      | Fixed         | 12.11%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 163112532.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7538 | PA      | $7229.92      | 0.00%             | 2024-12-16      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 151286105.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9776 | PA      | $9591.77      | 0.00%             | 2024-05-10      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296513.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3036 | PA      | $3017.34      | 0.00%             | 2026-12-21      | Fixed         | 7.11%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802583.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        251 | PA      | $249.54       | 0.00%             | 2025-02-12      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611339.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2394 | PA      | $2369.00      | 0.00%             | 2027-02-11      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1714681.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6108 | PA      | $5897.90      | 0.00%             | 2025-02-15      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15036503.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12322 | PA      | $12232.50     | 0.00%             | 2025-07-22      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237318.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2183 | PA      | $2074.49      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14146465.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5180 | PA      | $5183.68      | 0.00%             | 2027-05-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094418.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4105 | PA      | $4071.47      | 0.00%             | 2026-11-22      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 167476094.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2253 | PA      | $2193.09      | 0.00%             | 2033-02-28      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991808473.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1403 | PA      | $1464.65      | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2617493.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18765 | PA      | $18576.31     | 0.00%             | 2027-02-14      | Fixed         | 13.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5840736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3561 | PA      | $3456.73      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1754245.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11899 | PA      | $11394.28     | 0.00%             | 2025-04-12      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4604760.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        282 | PA      | $148.89       | 0.00%             | 2023-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806219.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          7 | PA      | $7.05         | 0.00%             | 2025-02-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2605257.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        887 | PA      | $879.06       | 0.00%             | 2027-02-11      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296608.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14239 | PA      | $14121.72     | 0.00%             | 2026-12-22      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4902587.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5418 | PA      | $1884.23      | 0.00%             | 2023-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6318267.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2810 | PA      | $2617.09      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5966004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34219 | PA      | $25473.23     | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6172045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3424 | PA      | $3251.99      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                           | U.S. Treasury Notes                                                                | CUSIP: 9128285P1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  130000000 | PA      | $128014525.60 | 4.95%             | 2023-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1435 | PA      | $1345.19      | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2418575.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27303 | PA      | $27025.89     | 0.00%             | 2025-01-14      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298595.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7350 | PA      | $519.37       | 0.00%             | 2027-05-22      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4795965.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        356 | PA      | $181.84       | 0.00%             | 2023-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173390.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1077 | PA      | $1019.59      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6240727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29686 | PA      | $28298.71     | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1649764.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9724 | PA      | $9419.14      | 0.00%             | 2024-10-28      | Fixed         | 10.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046679.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6355 | PA      | $6287.50      | 0.00%             | 2024-11-15      | Fixed         | 6.86%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150616815.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5284 | PA      | $5131.28      | 0.00%             | 2024-07-09      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17450170.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41776 | PA      | $42095.56     | 0.00%             | 2027-09-25      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6212151.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2184 | PA      | $2080.95      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6186721.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1283 | PA      | $1211.94      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5106075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3800 | PA      | $3624.12      | 0.00%             | 2023-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949507.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9831 | PA      | $9746.29      | 0.00%             | 2027-04-14      | Fixed         | 15.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049398.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1196 | PA      | $1184.43      | 0.00%             | 2024-11-15      | Fixed         | 12.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6308011.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12340 | PA      | $11502.80     | 0.00%             | 2024-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5586926.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        400 | PA      | $380.86       | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5986479.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3164 | PA      | $3073.36      | 0.00%             | 2024-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430593.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8561 | PA      | $8482.64      | 0.00%             | 2027-01-14      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888732.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3123 | PA      | $2941.03      | 0.00%             | 2025-03-20      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298851.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1314 | PA      | $1308.12      | 0.00%             | 2026-12-22      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304147.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4375 | PA      | $4075.75      | 0.00%             | 2024-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 147059235.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5673 | PA      | $5540.72      | 0.00%             | 2024-01-31      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5561713.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        919 | PA      | $896.64       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1667685.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20938 | PA      | $20009.61     | 0.00%             | 2026-11-15      | Fixed         | 17.10%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 141374572.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2967 | PA      | $2973.48      | 0.00%             | 2023-10-05      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991975102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        321 | PA      | $41.54        | 0.00%             | 2025-02-14      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6200641.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2319 | PA      | $2016.63      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2275171.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2054 | PA      | $2039.86      | 0.00%             | 2026-12-22      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426379.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4773 | PA      | $4715.64      | 0.00%             | 2027-01-14      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5933369.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5106 | PA      | $4988.82      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15299307.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27730 | PA      | $28184.93     | 0.00%             | 2027-08-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4481874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1551 | PA      | $346.89       | 0.00%             | 2033-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296142.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        962 | PA      | $956.67       | 0.00%             | 2026-12-21      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11880862.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9827 | PA      | $9939.40      | 0.00%             | 2026-02-21      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5979981.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        353 | PA      | $346.05       | 0.00%             | 2024-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6184984.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13611 | PA      | $12956.94     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15008780.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15937 | PA      | $16007.10     | 0.00%             | 2027-07-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6035186.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        945 | PA      | $917.06       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608965.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6484 | PA      | $943.78       | 0.00%             | 2027-02-10      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Cook Park CLO Ltd.                                                                 | Cook Park CLO Ltd., Series 2018-1A, Class A2                                       | CUSIP: 21623PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $977241.90    | 0.04%             | 2030-04-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4639511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2282 | PA      | $781.70       | 0.00%             | 2023-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5109397.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1135 | PA      | $1085.87      | 0.00%             | 2023-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5975072.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2764 | PA      | $2620.90      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294640.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2645 | PA      | $2620.04      | 0.00%             | 2026-12-21      | Fixed         | 9.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6064850.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2088 | PA      | $1957.12      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424529.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8620 | PA      | $8545.05      | 0.00%             | 2027-01-13      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31401AJS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28423 | PA      | $28432.58     | 0.00%             | 2028-04-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949923.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        905 | PA      | $894.03       | 0.00%             | 2027-04-14      | Fixed         | 19.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17493809.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16998 | PA      | $17261.88     | 0.00%             | 2027-09-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5571589.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2207 | PA      | $1735.08      | 0.00%             | 2023-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991851687.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         87 | PA      | $88.64        | 0.00%             | 2025-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5593 | PA      | $5420.12      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2433523.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12307 | PA      | $12212.12     | 0.00%             | 2027-01-14      | Fixed         | 22.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5625128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1850 | PA      | $1802.29      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6238048.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1554 | PA      | $1467.88      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188352437.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27655 | PA      | $27334.89     | 0.00%             | 2027-04-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5889977.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33221 | PA      | $30303.64     | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA, 30 Year                                                                      | CUSIP: 31414CEJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6501 | PA      | $6687.39      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 166781902.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7446 | PA      | $7135.05      | 0.00%             | 2025-02-18      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5983787.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        355 | PA      | $345.12       | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 25561593.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11151 | PA      | $11632.23     | 0.00%             | 2024-12-27      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6153346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4076 | PA      | $3863.34      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296171.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2014 | PA      | $2002.56      | 0.00%             | 2026-12-21      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2094270.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2771 | PA      | $2762.92      | 0.00%             | 2026-11-22      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934667.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12755 | PA      | $9811.84      | 0.00%             | 2024-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991829840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        297 | PA      | $305.63       | 0.00%             | 2025-02-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3434383.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11741 | PA      | $83.80        | 0.00%             | 2023-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4197129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         38 | PA      | $2.25         | 0.00%             | 2032-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686624.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4275 | PA      | $4126.52      | 0.00%             | 2026-12-16      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295100.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        726 | PA      | $718.66       | 0.00%             | 2024-12-21      | Fixed         | 7.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6172736.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      53146 | PA      | $50465.18     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5598511.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1729 | PA      | $1666.54      | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5628045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2104 | PA      | $2041.75      | 0.00%             | 2024-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 164584304.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3293 | PA      | $3287.07      | 0.00%             | 2033-01-09      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16033053.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4621 | PA      | $4682.13      | 0.00%             | 2024-08-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299436.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3674 | PA      | $3661.73      | 0.00%             | 2026-12-22      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296736.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2227 | PA      | $2209.10      | 0.00%             | 2024-12-22      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1884123.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2350 | PA      | $167.59       | 0.00%             | 2026-10-20      | Fixed         | 27.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6025042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10782 | PA      | $10328.75     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424813.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14858 | PA      | $14776.06     | 0.00%             | 2027-01-13      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| Dominican Republic                                                                 | Dominican Republic Government Bond                                                 | CUSIP: 25714PDX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |  218500000 | PA      | $3857882.93   | 0.15%             | 2023-02-15      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611064.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2736 | PA      | $194.11       | 0.00%             | 2027-02-11      | Fixed         | 26.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2093956.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2998 | PA      | $2851.24      | 0.00%             | 2026-11-22      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3877914.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1608 | PA      | $51.20        | 0.00%             | 2032-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6355822.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11311 | PA      | $10490.64     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949983.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32960 | PA      | $32668.35     | 0.00%             | 2027-04-14      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5952643.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6313 | PA      | $4174.13      | 0.00%             | 2024-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4550163.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1450 | PA      | $422.88       | 0.00%             | 2023-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1718296.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6390 | PA      | $6370.29      | 0.00%             | 2026-09-15      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048597.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3439 | PA      | $3401.48      | 0.00%             | 2024-11-15      | Fixed         | 22.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5844363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4485 | PA      | $4350.44      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 163835974.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1108 | PA      | $1086.50      | 0.00%             | 2032-12-27      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255542.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        670 | PA      | $625.35       | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5392945.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        247 | PA      | $242.73       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6013254.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6088 | PA      | $5845.41      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820783.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         38 | PA      | $39.11        | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2434063.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4661 | PA      | $331.81       | 0.00%             | 2027-01-14      | Fixed         | 22.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604053.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1702 | PA      | $1686.67      | 0.00%             | 2027-02-10      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162174058.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6194 | PA      | $6082.89      | 0.00%             | 2032-11-20      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 166100453.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20154 | PA      | $19278.36     | 0.00%             | 2025-02-05      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1238 | PA      | $1189.58      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5819295.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        966 | PA      | $856.24       | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299162.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9914 | PA      | $9832.34      | 0.00%             | 2026-12-22      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6284075.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        796 | PA      | $746.80       | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13574037.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41401 | PA      | $42060.32     | 0.00%             | 2027-05-28      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991816240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        446 | PA      | $465.46       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5709366.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        733 | PA      | $638.47       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612995.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8810 | PA      | $8692.34      | 0.00%             | 2027-02-11      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951216.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2083 | PA      | $2050.41      | 0.00%             | 2027-04-14      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5411468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2376 | PA      | $2039.46      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2288373.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        936 | PA      | $67.14        | 0.00%             | 2026-12-21      | Fixed         | 24.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6005126.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11850 | PA      | $11218.89     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5736514.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3814 | PA      | $3611.30      | 0.00%             | 2024-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299094.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        864 | PA      | $819.00       | 0.00%             | 2024-12-22      | Fixed         | 19.48%                | No            |                  3 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                            | Capital One Multi-Asset Execution Trust, Series 2022-A2, Class A                   | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    9780000 | PA      | $9572256.17   | 0.37%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6304347.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22489 | PA      | $20709.50     | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991810336.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        175 | PA      | $-8.86        | -0.00%            | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2289691.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4295 | PA      | $4268.97      | 0.00%             | 2026-12-21      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6322025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6703 | PA      | $6281.19      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5648895.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1884 | PA      | $1833.37      | 0.00%             | 2024-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1313 | PA      | $1302.36      | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2614588.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6530 | PA      | $6465.09      | 0.00%             | 2027-02-11      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296256.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3010 | PA      | $2993.02      | 0.00%             | 2027-05-22      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15737768.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16711 | PA      | $16849.44     | 0.00%             | 2027-08-21      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5589145.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1973 | PA      | $1929.30      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6154428.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2741 | PA      | $2634.26      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1715222.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2424 | PA      | $2404.30      | 0.00%             | 2024-09-15      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31404ENZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35393 | PA      | $34844.04     | 0.00%             | 2034-03-01      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616391.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1842 | PA      | $1823.49      | 0.00%             | 2025-02-14      | Fixed         | 13.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603136.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17476 | PA      | $17235.21     | 0.00%             | 2027-02-10      | Fixed         | 17.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991839233.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        106 | PA      | $106.14       | 0.00%             | 2025-02-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15464138.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14769 | PA      | $14983.69     | 0.00%             | 2025-08-12      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066392.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4451 | PA      | $3841.86      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6131952.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4094 | PA      | $3920.12      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2602040.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3530 | PA      | $3474.40      | 0.00%             | 2025-02-10      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5656220.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4021 | PA      | $3854.40      | 0.00%             | 2024-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5821868.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1895 | PA      | $1551.28      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6249668.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16671 | PA      | $15772.15     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991777163.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         55 | PA      | $56.33        | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991802567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        152 | PA      | $10.79        | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6194770.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14585 | PA      | $13482.64     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 168564364.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7496 | PA      | $6614.73      | 0.00%             | 2025-03-30      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991864191.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1131 | PA      | $1152.83      | 0.00%             | 2025-02-12      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5267353.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4074 | PA      | $3963.75      | 0.00%             | 2023-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14192451.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26939 | PA      | $26920.21     | 0.00%             | 2027-06-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5207329.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9745 | PA      | $9016.57      | 0.00%             | 2023-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16899254.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8530 | PA      | $8539.93      | 0.00%             | 2027-07-26      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428576.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6669 | PA      | $6603.77      | 0.00%             | 2025-01-13      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435953.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2980 | PA      | $2952.72      | 0.00%             | 2027-01-18      | Fixed         | 14.04%                | No            |                  3 | On Loan: No      |
| N/A                                                                                | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5000000 | PA      | $44877.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17398424.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9387 | PA      | $9378.45      | 0.00%             | 2027-09-12      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188516416.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10893 | PA      | $10844.16     | 0.00%             | 2027-04-21      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1886716.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25662 | PA      | $959.16       | 0.00%             | 2026-10-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6208972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7726 | PA      | $7322.90      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096760.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9380 | PA      | $9351.67      | 0.00%             | 2026-11-22      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137489.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4361 | PA      | $4146.90      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293509.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1834 | PA      | $1825.26      | 0.00%             | 2026-12-21      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2609494.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4385 | PA      | $4325.33      | 0.00%             | 2027-02-10      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16928712.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15652 | PA      | $15783.47     | 0.00%             | 2025-09-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5705050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1282 | PA      | $1213.58      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6053242.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11265 | PA      | $10735.22     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         20 | PA      | $9.18         | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2609725.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43942 | PA      | $43222.07     | 0.00%             | 2027-02-11      | Fixed         | 18.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268677.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9187 | PA      | $8600.56      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6158178.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1945 | PA      | $1814.92      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EnLink Midstream Partners LP                                                       | EnLink Midstream Partners LP                                                       | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3785997.54   | 0.15%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     600000 | PA      | $-9681.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6145483.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9224 | PA      | $8812.72      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12410874.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21380 | PA      | $21627.57     | 0.00%             | 2027-03-08      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256791.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6922 | PA      | $6568.46      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1705833.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3463 | PA      | $3315.31      | 0.00%             | 2027-01-20      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6182473.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12184 | PA      | $11639.70     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5934520.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4324 | PA      | $3975.53      | 0.00%             | 2024-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991939974.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        471 | PA      | $480.50       | 0.00%             | 2025-02-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991833309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        202 | PA      | $210.89       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15043328.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12723 | PA      | $12711.07     | 0.00%             | 2027-08-26      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611846.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15940 | PA      | $2355.71      | 0.00%             | 2027-02-11      | Fixed         | 26.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5949113.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7605 | PA      | $6289.66      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426323.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6759 | PA      | $6717.58      | 0.00%             | 2027-01-13      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5997500.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2421 | PA      | $2307.72      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2618109.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28839 | PA      | $28550.31     | 0.00%             | 2027-02-14      | Fixed         | 12.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432687.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        937 | PA      | $923.45       | 0.00%             | 2027-06-14      | Fixed         | 18.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991756767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        391 | PA      | $385.78       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5841337.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19837 | PA      | $17729.25     | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5857103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1537 | PA      | $1449.11      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991841901.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        123 | PA      | $8.18         | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5973413.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4886 | PA      | $2730.58      | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15757972.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14266 | PA      | $14528.99     | 0.00%             | 2026-08-21      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6131346.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13482 | PA      | $12889.75     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227432.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7988 | PA      | $7328.58      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5983727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3719 | PA      | $3403.33      | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6145380.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10825 | PA      | $10396.24     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991833333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        496 | PA      | $499.69       | 0.00%             | 2024-02-14      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14157257.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18035 | PA      | $18322.12     | 0.00%             | 2027-06-19      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297489.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        478 | PA      | $472.62       | 0.00%             | 2024-12-22      | Fixed         | 6.61%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4438299.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2530 | PA      | $461.81       | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1888296.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7344 | PA      | $7317.20      | 0.00%             | 2026-10-20      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4635005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2775 | PA      | $2375.24      | 0.00%             | 2023-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31409JSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120752 | PA      | $118670.05    | 0.00%             | 2036-05-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31402EMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        154 | PA      | $151.06       | 0.00%             | 2033-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5727834.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1096 | PA      | $963.91       | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12033288.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14876 | PA      | $14892.57     | 0.00%             | 2025-03-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6293949.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1571 | PA      | $1468.40      | 0.00%             | 2024-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6048429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10854 | PA      | $9822.82      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227061.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7641 | PA      | $7209.55      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6031936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7320 | PA      | $7039.37      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14877854.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8751 | PA      | $8790.86      | 0.00%             | 2025-07-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5561941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        354 | PA      | $344.48       | 0.00%             | 2023-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6259224.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      49117 | PA      | $46604.89     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807803.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        316 | PA      | $-6.07        | -0.00%            | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13914145.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4690 | PA      | $4735.82      | 0.00%             | 2024-04-18      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14867122.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16948 | PA      | $16977.70     | 0.00%             | 2025-07-16      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5775794.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        627 | PA      | $612.65       | 0.00%             | 2024-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14178343.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34271 | PA      | $34428.22     | 0.00%             | 2027-06-20      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2946360.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6855 | PA      | $6792.41      | 0.00%             | 2027-04-14      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6236331.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10733 | PA      | $10160.50     | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991825123.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         58 | PA      | $59.90        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5567027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2203 | PA      | $2141.75      | 0.00%             | 2023-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31411YDP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1383 | PA      | $1364.14      | 0.00%             | 2037-05-01      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296934.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5037 | PA      | $5015.45      | 0.00%             | 2026-12-22      | Fixed         | 28.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        209 | PA      | $-7.82        | -0.00%            | 2024-02-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147917.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4076 | PA      | $3761.06      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4550265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        545 | PA      | $149.02       | 0.00%             | 2023-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4556429.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3512 | PA      | $556.32       | 0.00%             | 2023-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991846935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        562 | PA      | $44.60        | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Carlyle US CLO Ltd.                                                                | Carlyle US CLO Ltd., Series 2021-1A, Class A1                                      | CUSIP: 14316MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17876000 | PA      | $17684032.96  | 0.68%             | 2034-04-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5720918.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4751 | PA      | $3967.91      | 0.00%             | 2024-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5585140.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1910 | PA      | $1858.79      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5130538.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2193 | PA      | $578.66       | 0.00%             | 2023-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5913027.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5057 | PA      | $2832.80      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12397582.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22392 | PA      | $22368.29     | 0.00%             | 2027-03-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297945.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8295 | PA      | $8267.83      | 0.00%             | 2026-12-22      | Fixed         | 28.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2607328.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36804 | PA      | $2650.88      | 0.00%             | 2025-02-10      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604966.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18951 | PA      | $1342.86      | 0.00%             | 2027-02-10      | Fixed         | 24.55%                | No            |                  3 | On Loan: No      |
| Party City Holdings, Inc.                                                          | Party City Holdings, Inc.                                                          | CUSIP: 702150AE3<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |     565890 | PA      | $67906.80     | 0.00%             | 2025-07-15      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613244.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18745 | PA      | $18554.41     | 0.00%             | 2027-07-11      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6059813.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6987 | PA      | $6115.65      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6003539.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      49472 | PA      | $47724.09     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6013057.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7510 | PA      | $7276.73      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1675946.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1718 | PA      | $0.00         | 0.00%             | 2024-12-21      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991859063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1578 | PA      | $358.73       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5410951.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3885 | PA      | $3774.26      | 0.00%             | 2023-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6314771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15103 | PA      | $14154.48     | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Teays Valley Local School District                                                 | Teays Valley Local School District, Series 2015                                    | CUSIP: 878198HD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $101603.07    | 0.00%             | 2026-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6181344.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5970 | PA      | $5626.18      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6180212.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5091 | PA      | $4830.13      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951123.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18347 | PA      | $18183.52     | 0.00%             | 2027-04-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5707166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4016 | PA      | $3172.84      | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6053129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3735 | PA      | $3617.39      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5730733.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1705 | PA      | $1661.35      | 0.00%             | 2024-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14522319.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23643 | PA      | $23994.27     | 0.00%             | 2025-07-20      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Santander UK Group Holdings plc                                                    | Santander UK Group Holdings plc                                                    | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    5900000 | PA      | $5180207.38   | 0.20%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                             | UGCard, 991772971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1418 | PA      | $1002.84      | 0.00%             | 2025-02-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15763149.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9950 | PA      | $9907.18      | 0.00%             | 2027-08-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6004957.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6443 | PA      | $6098.83      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5983865.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15494 | PA      | $12954.08     | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949932.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4143 | PA      | $4076.05      | 0.00%             | 2025-04-14      | Fixed         | 30.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14192777.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13780 | PA      | $13641.87     | 0.00%             | 2027-06-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2032354.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1143 | PA      | $1135.89      | 0.00%             | 2024-11-15      | Fixed         | 18.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4665723.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        813 | PA      | $396.37       | 0.00%             | 2023-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6309207.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12848 | PA      | $11926.97     | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5462471.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        816 | PA      | $727.85       | 0.00%             | 2023-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11922307.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10504 | PA      | $10430.94     | 0.00%             | 2027-02-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4390373.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        527 | PA      | $43.47        | 0.00%             | 2033-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2431628.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12718 | PA      | $12599.49     | 0.00%             | 2027-01-18      | Fixed         | 12.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299932.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7823 | PA      | $7767.56      | 0.00%             | 2024-12-22      | Fixed         | 21.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294211.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5095 | PA      | $4794.50      | 0.00%             | 2024-12-21      | Fixed         | 6.31%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14152014.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9708 | PA      | $9716.08      | 0.00%             | 2027-06-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6026915.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1734 | PA      | $1655.70      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2604554.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17228 | PA      | $17058.69     | 0.00%             | 2027-02-11      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4935098.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        150 | PA      | $139.08       | 0.00%             | 2023-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6831 | PA      | $6321.07      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5961717.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1779 | PA      | $1719.45      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4876039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1011 | PA      | $728.47       | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299517.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10548 | PA      | $9922.97      | 0.00%             | 2026-12-22      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 153141113.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7039 | PA      | $6842.33      | 0.00%             | 2024-06-12      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2432951.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13046 | PA      | $12950.05     | 0.00%             | 2027-01-14      | Fixed         | 9.10%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951854.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16931 | PA      | $16782.21     | 0.00%             | 2027-04-14      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5804314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3704 | PA      | $3596.50      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11920032.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21737 | PA      | $21602.44     | 0.00%             | 2027-01-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6321088.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2253 | PA      | $2104.97      | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1744373.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3244 | PA      | $3098.04      | 0.00%             | 2025-04-07      | Fixed         | 23.13%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA Connecticut Avenue Securities, Series 2013-C01, Class M2                      | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    3736624 | PA      | $3839242.20   | 0.15%             | 2023-10-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268128.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3183 | PA      | $2955.24      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11740312.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15930 | PA      | $15933.29     | 0.00%             | 2026-02-03      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4352084.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1688 | PA      | $159.72       | 0.00%             | 2032-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2299489.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25122 | PA      | $24911.27     | 0.00%             | 2026-12-22      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5996618.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3096 | PA      | $2964.29      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6164424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4113 | PA      | $3314.01      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2433372.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5621 | PA      | $5581.68      | 0.00%             | 2027-01-14      | Fixed         | 26.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5507161.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8677 | PA      | $4244.71      | 0.00%             | 2023-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300171.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1390 | PA      | $1382.74      | 0.00%             | 2024-12-22      | Fixed         | 22.14%                | No            |                  3 | On Loan: No      |
| New York Life Global Funding                                                       | New York Life Global Funding                                                       | CUSIP: 64952WEU3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10430790.14  | 0.40%             | 2025-08-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437117.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9857 | PA      | $9799.62      | 0.00%             | 2027-01-18      | Fixed         | 5.57%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5233596.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5663 | PA      | $4424.99      | 0.00%             | 2023-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                    | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8245923.92   | 0.32%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213281.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1553 | PA      | $1176.82      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2434126.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2347 | PA      | $678.03       | 0.00%             | 2027-01-14      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951200.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1067 | PA      | $74.47        | 0.00%             | 2027-04-14      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5540468.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1805 | PA      | $626.92       | 0.00%             | 2023-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2614124.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6805 | PA      | $6687.20      | 0.00%             | 2027-02-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13932583.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18972 | PA      | $3862.47      | 0.00%             | 2027-05-30      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1885599.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        650 | PA      | $646.19       | 0.00%             | 2024-10-20      | Fixed         | 18.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2437702.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1342 | PA      | $1319.92      | 0.00%             | 2027-01-18      | Fixed         | 31.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991815751.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          7 | PA      | $7.20         | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424817.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11227 | PA      | $11058.05     | 0.00%             | 2027-01-13      | Fixed         | 17.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5851830.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3060 | PA      | $2895.32      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5964030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1918 | PA      | $1548.49      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5974198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21989 | PA      | $21344.85     | 0.00%             | 2024-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 46 Ltd.                                                | Octagon Investment Partners 46 Ltd., Series 2020-2A, Class AR                      | CUSIP: 67577VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17400000 | PA      | $17147224.60  | 0.66%             | 2036-07-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15802156.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14145 | PA      | $14133.54     | 0.00%             | 2027-08-14      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1754122.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19085 | PA      | $0.00         | 0.00%             | 2027-04-12      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991968703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        145 | PA      | $147.23       | 0.00%             | 2025-02-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2951812.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2559 | PA      | $2536.21      | 0.00%             | 2027-04-14      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428881.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6956 | PA      | $6891.70      | 0.00%             | 2025-01-14      | Fixed         | 8.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6277246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2463 | PA      | $2268.24      | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436839.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         78 | PA      | $77.40        | 0.00%             | 2027-01-18      | Fixed         | 29.58%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1686264.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16749 | PA      | $16161.76     | 0.00%             | 2024-12-15      | Fixed         | 14.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12183710.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6701 | PA      | $6515.71      | 0.00%             | 2027-03-07      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1888248.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11731 | PA      | $11685.29     | 0.00%             | 2026-10-20      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        398 | PA      | $402.45       | 0.00%             | 2024-02-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6285052.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     103420 | PA      | $96721.86     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161004.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10312 | PA      | $9816.20      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6125197.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5735 | PA      | $5472.95      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427874.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        910 | PA      | $895.61       | 0.00%             | 2027-01-13      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6181485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28511 | PA      | $27342.82     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294767.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2268 | PA      | $2255.37      | 0.00%             | 2026-12-21      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6203362.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      49968 | PA      | $47139.12     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5933737.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11276 | PA      | $10677.83     | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6256148.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11232 | PA      | $10544.77     | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6266129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15982 | PA      | $14827.00     | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2438742.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8977 | PA      | $504.45       | 0.00%             | 2027-01-18      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095770.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10570 | PA      | $735.26       | 0.00%             | 2026-11-22      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6209925.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1559 | PA      | $1454.79      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095752.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13228 | PA      | $13068.79     | 0.00%             | 2026-11-22      | Fixed         | 22.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612509.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5361 | PA      | $5313.80      | 0.00%             | 2027-02-14      | Fixed         | 24.31%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31385XS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91223 | PA      | $92314.19     | 0.00%             | 2033-11-01      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6011924.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4967 | PA      | $3975.58      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991819564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         19 | PA      | $2.47         | 0.00%             | 2024-02-15      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5939843.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        530 | PA      | $515.40       | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31390S3K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2564 | PA      | $2508.64      | 0.00%             | 2032-05-01      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049272.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1274 | PA      | $1254.86      | 0.00%             | 2026-11-15      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095953.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4375 | PA      | $4356.42      | 0.00%             | 2026-11-22      | Fixed         | 29.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150622391.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7949 | PA      | $7779.97      | 0.00%             | 2024-04-23      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5923433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5843 | PA      | $5586.17      | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188557045.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23978 | PA      | $23216.85     | 0.00%             | 2027-04-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293684.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2678 | PA      | $2662.45      | 0.00%             | 2026-12-21      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096519.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8752 | PA      | $8675.49      | 0.00%             | 2026-11-22      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6165938.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2485 | PA      | $2320.24      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6210260.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        411 | PA      | $397.84       | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095268.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4516 | PA      | $689.81       | 0.00%             | 2026-11-22      | Fixed         | 28.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6202752.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1069 | PA      | $998.65       | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951175.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1964 | PA      | $1946.61      | 0.00%             | 2027-04-14      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6010456.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5700 | PA      | $5520.34      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5856750.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2766 | PA      | $2695.79      | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5640772.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2488 | PA      | $823.90       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991838484.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        438 | PA      | $438.96       | 0.00%             | 2025-02-13      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991820882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        718 | PA      | $740.61       | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S2, Class PT | CUSIP: 21050HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      59238 | PA      | $54925.41     | 0.00%             | 2044-05-16      | Variable      | 11.28%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6056458.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10232 | PA      | $9432.22      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14923618.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13829 | PA      | $13831.26     | 0.00%             | 2027-07-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2048881.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5591 | PA      | $5505.05      | 0.00%             | 2026-11-15      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297545.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3382 | PA      | $3354.32      | 0.00%             | 2026-12-22      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6280657.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7380 | PA      | $6774.63      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6020160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29746 | PA      | $28670.91     | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435608.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1359 | PA      | $1288.82      | 0.00%             | 2027-01-18      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16813915.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18983 | PA      | $19158.98     | 0.00%             | 2027-09-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5864014.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11286 | PA      | $11010.79     | 0.00%             | 2024-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298599.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1275 | PA      | $378.66       | 0.00%             | 2026-12-22      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842746.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $58.09        | 0.00%             | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428153.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9498 | PA      | $464.59       | 0.00%             | 2027-06-13      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6038018.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6325 | PA      | $6081.58      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5902132.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1156 | PA      | $1095.79      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991772549.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        746 | PA      | $761.13       | 0.00%             | 2025-02-12      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430164.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4816 | PA      | $4786.04      | 0.00%             | 2027-11-14      | Fixed         | 9.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255416.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19577 | PA      | $17588.19     | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6036889.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3663 | PA      | $3472.14      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297374.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1955 | PA      | $1858.83      | 0.00%             | 2026-12-22      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5716030.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1715 | PA      | $1632.75      | 0.00%             | 2024-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2048336.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3491 | PA      | $3306.66      | 0.00%             | 2026-11-15      | Fixed         | 24.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5709941.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        409 | PA      | $396.99       | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2608845.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2934 | PA      | $841.55       | 0.00%             | 2027-02-10      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6314884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8933 | PA      | $8286.98      | 0.00%             | 2024-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         20 | PA      | $20.01        | 0.00%             | 2025-02-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6122160.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4571 | PA      | $4346.59      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188582913.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19941 | PA      | $19682.67     | 0.00%             | 2027-04-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15738048.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20490 | PA      | $20641.03     | 0.00%             | 2027-09-20      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049330.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6390 | PA      | $6334.42      | 0.00%             | 2024-11-15      | Fixed         | 8.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5575246.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        805 | PA      | $780.44       | 0.00%             | 2023-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15114820.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18230 | PA      | $18474.26     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5897863.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8717 | PA      | $8164.94      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5084881.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2880 | PA      | $1544.44      | 0.00%             | 2023-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6014769.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1488 | PA      | $1432.43      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6004372.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        971 | PA      | $947.25       | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6146695.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3336 | PA      | $3215.15      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 187760587.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10306 | PA      | $10268.83     | 0.00%             | 2025-04-21      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3510070.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25800 | PA      | $262.47       | 0.00%             | 2023-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811839.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         56 | PA      | $57.31        | 0.00%             | 2025-02-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991853105.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         13 | PA      | $12.90        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1700577.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3577 | PA      | $3456.24      | 0.00%             | 2025-01-12      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15593139.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13269 | PA      | $13074.32     | 0.00%             | 2025-08-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2095754.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3328 | PA      | $3314.83      | 0.00%             | 2024-11-22      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5646774.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        856 | PA      | $739.19       | 0.00%             | 2024-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2429715.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3327 | PA      | $3301.57      | 0.00%             | 2027-01-14      | Fixed         | 8.30%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991960619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         13 | PA      | $13.20        | 0.00%             | 2025-02-10      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14129708.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30250 | PA      | $30640.59     | 0.00%             | 2027-05-05      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2606699.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20559 | PA      | $20350.67     | 0.00%             | 2027-02-10      | Fixed         | 11.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5617474.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8285 | PA      | $8004.03      | 0.00%             | 2024-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2608483.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6423 | PA      | $266.58       | 0.00%             | 2027-02-10      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6052829.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        935 | PA      | $894.87       | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 165276233.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11004 | PA      | $10729.76     | 0.00%             | 2025-01-21      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5937552.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1245 | PA      | $1203.40      | 0.00%             | 2024-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14920803.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13997 | PA      | $14201.76     | 0.00%             | 2026-07-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428347.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6023 | PA      | $5970.72      | 0.00%             | 2027-01-13      | Fixed         | 16.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5325652.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        659 | PA      | $444.59       | 0.00%             | 2023-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991818637.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         21 | PA      | $21.46        | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295474.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2819 | PA      | $2795.44      | 0.00%             | 2024-12-21      | Fixed         | 19.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708658.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22790 | PA      | $0.00         | 0.00%             | 2026-01-15      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5943972.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18149 | PA      | $16394.27     | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BXP Trust                                                                          | BXP Trust, Series 2017-GM, Class A                                                 | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1846986.20   | 0.07%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094367.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4329 | PA      | $4310.41      | 0.00%             | 2026-11-22      | Fixed         | 25.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2688 | PA      | $2490.29      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255656.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16467 | PA      | $15571.23     | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991828490.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        169 | PA      | $13.32        | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6352812.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2081 | PA      | $1915.45      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1704912.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7064 | PA      | $6820.61      | 0.00%             | 2025-01-19      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14191366.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14513 | PA      | $5113.77      | 0.00%             | 2027-07-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615421.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9687 | PA      | $9555.21      | 0.00%             | 2027-02-11      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2604194.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2585 | PA      | $2558.77      | 0.00%             | 2025-02-10      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991845546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        393 | PA      | $410.31       | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949028.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3160 | PA      | $3101.14      | 0.00%             | 2025-04-14      | Fixed         | 21.29%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                      | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S8, Class PT | CUSIP: 21057BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     292233 | PA      | $272711.24    | 0.01%             | 2045-01-15      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4684103.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        761 | PA      | $223.51       | 0.00%             | 2023-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11942316.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19098 | PA      | $19288.98     | 0.00%             | 2025-02-15      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5796321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23681 | PA      | $22140.29     | 0.00%             | 2024-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5803410.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3431 | PA      | $3321.60      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2426387.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3726 | PA      | $3705.26      | 0.00%             | 2027-01-13      | Fixed         | 7.28%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman CLO XVIII Ltd.                                                    | Neuberger Berman CLO XVIII Ltd., Series 2014-18A, Class A1BR                       | CUSIP: 64128QAS4<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-CBDO         | CORP              | KY        |    2295000 | PA      | $2256901.37   | 0.09%             | 2030-10-21      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5842039.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2328 | PA      | $2254.69      | 0.00%             | 2024-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14864961.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6516 | PA      | $6421.02      | 0.00%             | 2025-07-11      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5183961.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3190 | PA      | $3115.49      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991844063.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        725 | PA      | $104.90       | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6181401.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1124 | PA      | $1074.18      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                           | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2018-29, Class PT | CUSIP: 21052UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      36467 | PA      | $35094.23     | 0.00%             | 2043-12-15      | Variable      | 22.09%                | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 163583417.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4854 | PA      | $4732.12      | 0.00%             | 2024-12-23      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708025.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3522 | PA      | $3399.43      | 0.00%             | 2025-02-15      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5774005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1482 | PA      | $534.16       | 0.00%             | 2024-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5903588.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3519 | PA      | $3067.00      | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14057492.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13570 | PA      | $13654.61     | 0.00%             | 2027-06-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2583854.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6320 | PA      | $6247.56      | 0.00%             | 2027-07-11      | Fixed         | 24.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6047891.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      77420 | PA      | $66515.11     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2951712.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4758 | PA      | $4704.44      | 0.00%             | 2027-04-14      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5833980.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1891 | PA      | $1654.98      | 0.00%             | 2024-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096376.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4887 | PA      | $4872.77      | 0.00%             | 2026-11-22      | Fixed         | 29.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5950783.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40646 | PA      | $36410.40     | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991785806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        202 | PA      | $205.94       | 0.00%             | 2025-02-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991845578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        239 | PA      | $249.90       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6166264.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3294 | PA      | $3127.67      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6058382.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1065 | PA      | $999.25       | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430961.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2170 | PA      | $2149.91      | 0.00%             | 2025-01-14      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5372948.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7104 | PA      | $4812.59      | 0.00%             | 2023-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6238700.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1402 | PA      | $1295.21      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5896009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1083 | PA      | $1016.93      | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         14 | PA      | $14.29        | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 3138EGMR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77319 | PA      | $79061.77     | 0.00%             | 2035-06-01      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2949817.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        929 | PA      | $921.78       | 0.00%             | 2027-04-14      | Fixed         | 30.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1887450.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12793 | PA      | $12745.98     | 0.00%             | 2026-10-20      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6010968.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11214 | PA      | $10823.91     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991863804.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1070 | PA      | $1086.72      | 0.00%             | 2025-02-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296846.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1438 | PA      | $1422.06      | 0.00%             | 2024-12-22      | Fixed         | 24.39%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15056862.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18774 | PA      | $18680.92     | 0.00%             | 2027-07-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5220660.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2169 | PA      | $1514.75      | 0.00%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Credit Trust                                         | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S4, Class PT | CUSIP: 21054GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     143831 | PA      | $139703.77    | 0.01%             | 2044-08-15      | Variable      | 10.59%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6127192.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3429 | PA      | $2921.97      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5819722.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3400 | PA      | $3252.23      | 0.00%             | 2024-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950500.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6416 | PA      | $6358.66      | 0.00%             | 2027-04-14      | Fixed         | 24.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6020776.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3297 | PA      | $3134.46      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1680814.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27666 | PA      | $26398.12     | 0.00%             | 2026-12-28      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6228415.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5427 | PA      | $5103.68      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4406025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1952 | PA      | $273.16       | 0.00%             | 2033-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6066955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4304 | PA      | $4060.39      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6284870.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15052 | PA      | $14080.42     | 0.00%             | 2024-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5844524.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4995 | PA      | $4861.76      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708910.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4888 | PA      | $4751.97      | 0.00%             | 2027-02-15      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5991559.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8088 | PA      | $5757.95      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047474.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10186 | PA      | $10124.50     | 0.00%             | 2026-11-15      | Fixed         | 21.16%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 155246628.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4336 | PA      | $4218.84      | 0.00%             | 2024-07-30      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607782.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2797 | PA      | $2766.22      | 0.00%             | 2027-02-10      | Fixed         | 20.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991817461.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        415 | PA      | $428.29       | 0.00%             | 2025-02-13      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5283233.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        780 | PA      | $635.40       | 0.00%             | 2023-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6355955.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2913 | PA      | $2683.45      | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5273592.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10680 | PA      | $8354.52      | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6015613.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14917 | PA      | $14435.11     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16063371.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23525 | PA      | $23605.46     | 0.00%             | 2027-08-14      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5945495.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6014 | PA      | $5836.60      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298867.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11746 | PA      | $11681.75     | 0.00%             | 2026-12-22      | Fixed         | 6.47%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4902009.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1050 | PA      | $996.01       | 0.00%             | 2023-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4200379.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1103 | PA      | $69.25        | 0.00%             | 2032-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5911537.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11107 | PA      | $10746.56     | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5323562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3894 | PA      | $3785.69      | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5273907.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1796 | PA      | $1691.08      | 0.00%             | 2023-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5065983.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1144 | PA      | $752.11       | 0.00%             | 2023-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162845037.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7976 | PA      | $7662.50      | 0.00%             | 2024-12-24      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5620157.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1371 | PA      | $1333.15      | 0.00%             | 2024-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5094655.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3408 | PA      | $1259.04      | 0.00%             | 2023-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435242.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2103 | PA      | $2081.45      | 0.00%             | 2025-01-14      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5931748.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8530 | PA      | $8179.81      | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 992003670.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        371 | PA      | $388.84       | 0.00%             | 2025-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Republic of the Philippines                                                        | Philippines Government Bond                                                        | CUSIP: 718286BY2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1600000 | PA      | $1592791.63   | 0.06%             | 2024-01-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2617504.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17704 | PA      | $17549.52     | 0.00%             | 2027-02-14      | Fixed         | 30.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886082.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34420 | PA      | $34115.92     | 0.00%             | 2026-10-20      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950428.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4457 | PA      | $4419.65      | 0.00%             | 2027-04-14      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5992175.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1183 | PA      | $695.47       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991817391.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         73 | PA      | $-2.88        | -0.00%            | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991836363.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2004 | PA      | $144.83       | 0.00%             | 2025-02-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2427954.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24693 | PA      | $24553.91     | 0.00%             | 2027-01-13      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14980679.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12616 | PA      | $12758.01     | 0.00%             | 2026-07-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Illumina, Inc.                                                                     | Illumina, Inc.                                                                     | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4080578.64   | 0.16%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5940430.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2258 | PA      | $2178.54      | 0.00%             | 2024-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24902955.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        749 | PA      | $123.05       | 0.00%             | 2027-12-09      | Fixed         | 21.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2294358.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2057 | PA      | $2048.27      | 0.00%             | 2027-05-21      | Fixed         | 24.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6237640.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5586 | PA      | $5236.87      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13767685.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18577 | PA      | $18826.26     | 0.00%             | 2027-07-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6150045.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3820 | PA      | $3602.85      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5851164.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28323 | PA      | $20854.02     | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6239533.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6587 | PA      | $5985.66      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 3463095.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11405 | PA      | $140.33       | 0.00%             | 2023-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6029424.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13023 | PA      | $12463.48     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046463.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1213 | PA      | $1133.04      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991796484.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         81 | PA      | $81.58        | 0.00%             | 2025-02-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437670.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4144 | PA      | $4112.90      | 0.00%             | 2027-01-18      | Fixed         | 8.31%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2949814.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7508 | PA      | $7470.14      | 0.00%             | 2027-04-14      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6321129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17676 | PA      | $16423.50     | 0.00%             | 2024-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1755967.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2062 | PA      | $1980.93      | 0.00%             | 2025-04-26      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950290.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3966 | PA      | $3912.09      | 0.00%             | 2025-04-14      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                   | Peru Government Bond                                                               | CUSIP: 715638AS1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3300000 | PA      | $3481046.94   | 0.13%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5584492.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9416 | PA      | $8541.75      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2607211.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2717 | PA      | $1607.11      | 0.00%             | 2027-02-10      | Fixed         | 22.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6065028.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10181 | PA      | $9783.82      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5043408.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1130 | PA      | $452.54       | 0.00%             | 2023-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991847924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        215 | PA      | $219.26       | 0.00%             | 2025-02-16      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2297622.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5103 | PA      | $5064.52      | 0.00%             | 2026-12-22      | Fixed         | 17.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613208.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1344 | PA      | $1331.98      | 0.00%             | 2027-02-11      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5959502.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6480 | PA      | $6146.89      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2431037.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3301 | PA      | $3282.95      | 0.00%             | 2027-01-14      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991842522.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        191 | PA      | $192.04       | 0.00%             | 2024-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5958861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1248 | PA      | $1141.92      | 0.00%             | 2024-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2605866.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1131 | PA      | $1120.48      | 0.00%             | 2027-07-10      | Fixed         | 29.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255577.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3809 | PA      | $3639.31      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2948755.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7813 | PA      | $7713.51      | 0.00%             | 2027-04-14      | Fixed         | 16.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11694780.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7900 | PA      | $7892.65      | 0.00%             | 2025-02-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1657464.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7339 | PA      | $7095.43      | 0.00%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991822283.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1609 | PA      | $110.65       | 0.00%             | 2025-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2300049.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20704 | PA      | $20523.86     | 0.00%             | 2026-12-22      | Fixed         | 11.22%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150196309.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4741 | PA      | $4698.58      | 0.00%             | 2024-04-15      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5294394.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        644 | PA      | $621.97       | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950715.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1021 | PA      | $1012.37      | 0.00%             | 2027-04-14      | Fixed         | 29.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991841194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2438360.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14161 | PA      | $14052.39     | 0.00%             | 2027-01-18      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4719485.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1274 | PA      | $303.98       | 0.00%             | 2023-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6120938.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19846 | PA      | $16157.35     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296994.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3176 | PA      | $3162.32      | 0.00%             | 2026-12-22      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11743333.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12717 | PA      | $12848.87     | 0.00%             | 2026-12-19      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612937.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22145 | PA      | $21949.48     | 0.00%             | 2027-02-11      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435082.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22231 | PA      | $22104.65     | 0.00%             | 2027-01-14      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173301.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        854 | PA      | $800.24       | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14925295.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31514 | PA      | $31875.85     | 0.00%             | 2025-07-08      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6046321.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4007 | PA      | $2677.87      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094834.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4390 | PA      | $4378.37      | 0.00%             | 2026-11-22      | Fixed         | 29.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298042.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8057 | PA      | $8011.81      | 0.00%             | 2026-12-22      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11727451.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6582 | PA      | $6622.31      | 0.00%             | 2026-02-01      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991832048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        110 | PA      | $115.19       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6171117.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9080 | PA      | $8288.73      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2617595.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1827 | PA      | $1810.07      | 0.00%             | 2027-02-14      | Fixed         | 30.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295697.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        981 | PA      | $973.50       | 0.00%             | 2026-12-21      | Fixed         | 8.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2613654.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7112 | PA      | $7014.41      | 0.00%             | 2027-02-11      | Fixed         | 17.15%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1681408.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8408 | PA      | $8026.78      | 0.00%             | 2026-12-20      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437383.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10621 | PA      | $10552.49     | 0.00%             | 2027-01-18      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426259.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4449 | PA      | $4414.30      | 0.00%             | 2027-01-13      | Fixed         | 26.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5976305.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4471 | PA      | $4179.36      | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2294790.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5290 | PA      | $5241.89      | 0.00%             | 2026-12-21      | Fixed         | 13.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5948324.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8707 | PA      | $6743.53      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5895166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11175 | PA      | $9688.89      | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991839018.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         18 | PA      | $0.00         | 0.00%             | 2027-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        409 | PA      | $425.65       | 0.00%             | 2025-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5877190.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9594 | PA      | $9325.29      | 0.00%             | 2024-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6037187.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17785 | PA      | $17061.66     | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6033766.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1735 | PA      | $1683.53      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991812699.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        145 | PA      | $-1.83        | -0.00%            | 2024-02-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5961626.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2991 | PA      | $2919.82      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 165780834.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7146 | PA      | $6839.10      | 0.00%             | 2025-02-05      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5150433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2178 | PA      | $1584.51      | 0.00%             | 2023-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886838.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7136 | PA      | $7084.35      | 0.00%             | 2026-10-20      | Fixed         | 9.58%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4872327.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        921 | PA      | $875.25       | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4724687.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6022 | PA      | $3646.16      | 0.00%             | 2023-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 144128930.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2675 | PA      | $2632.92      | 0.00%             | 2023-11-30      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2948716.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8309 | PA      | $8237.78      | 0.00%             | 2027-04-14      | Fixed         | 27.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1721415.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6938 | PA      | $6691.99      | 0.00%             | 2025-02-15      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950538.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1670 | PA      | $995.89       | 0.00%             | 2027-04-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13485148.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27149 | PA      | $27116.25     | 0.00%             | 2027-05-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5163078.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3138 | PA      | $2989.96      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6227156.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1131 | PA      | $999.20       | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 141269019.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3291 | PA      | $3311.04      | 0.00%             | 2023-10-25      | Fixed         | 19.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423497.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1417 | PA      | $1407.32      | 0.00%             | 2027-01-13      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5317547.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        247 | PA      | $229.32       | 0.00%             | 2023-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2435922.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3578 | PA      | $3555.30      | 0.00%             | 2027-01-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Bain Capital Credit CLO                                                            | Bain Capital Credit CLO Ltd., Series 2018-1A, Class A1                             | CUSIP: 05683LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1987844.73   | 0.08%             | 2031-04-23      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428851.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2572 | PA      | $1400.45      | 0.00%             | 2025-06-14      | Fixed         | 10.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5558599.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        368 | PA      | $277.71       | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16893024.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15306 | PA      | $7872.49      | 0.00%             | 2027-09-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2046907.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3058 | PA      | $3013.66      | 0.00%             | 2026-11-15      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2425118.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6031 | PA      | $5939.20      | 0.00%             | 2027-01-13      | Fixed         | 17.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2612165.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11410 | PA      | $11311.76     | 0.00%             | 2027-02-11      | Fixed         | 26.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9512 | PA      | $9439.65      | 0.00%             | 2027-02-11      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15684113.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20843 | PA      | $20956.53     | 0.00%             | 2027-08-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14902830.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37088 | PA      | $37300.47     | 0.00%             | 2027-07-20      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5855175.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4749 | PA      | $4589.90      | 0.00%             | 2024-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6062168.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2946 | PA      | $2805.56      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2299169.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3655 | PA      | $3640.75      | 0.00%             | 2026-12-22      | Fixed         | 30.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950776.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3489 | PA      | $3458.62      | 0.00%             | 2027-04-14      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31410KWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9568 | PA      | $9618.36      | 0.00%             | 2038-07-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 147424780.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2642 | PA      | $2630.30      | 0.00%             | 2024-02-20      | Fixed         | 19.92%                | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                              | Bank of America Corp.                                                              | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3286143.04   | 0.13%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1666974.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5215 | PA      | $5028.66      | 0.00%             | 2024-11-10      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804998.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         80 | PA      | $82.67        | 0.00%             | 2025-02-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616422.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4677 | PA      | $4630.21      | 0.00%             | 2027-02-14      | Fixed         | 14.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2096046.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        877 | PA      | $133.17       | 0.00%             | 2027-04-22      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615117.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        632 | PA      | $622.77       | 0.00%             | 2025-02-11      | Fixed         | 17.61%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-17124398.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45813 | PA      | $46577.01     | 0.00%             | 2026-09-20      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1660087.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3322 | PA      | $3219.58      | 0.00%             | 2024-11-10      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2094706.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14510 | PA      | $2048.12      | 0.00%             | 2026-11-22      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2611604.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4490 | PA      | $4451.67      | 0.00%             | 2027-02-11      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148695672.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4031 | PA      | $3987.08      | 0.00%             | 2024-03-12      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5909995.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2885 | PA      | $2791.75      | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2433199.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2540 | PA      | $2515.60      | 0.00%             | 2027-01-14      | Fixed         | 12.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6039406.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1209 | PA      | $787.97       | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4618572.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1140 | PA      | $529.12       | 0.00%             | 2023-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6318340.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2628 | PA      | $2419.99      | 0.00%             | 2024-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5993992.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24369 | PA      | $23492.56     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162767581.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        337 | PA      | $31.26        | 0.00%             | 2033-02-04      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6287005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1129 | PA      | $1039.87      | 0.00%             | 2024-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14886920.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7207 | PA      | $7290.82      | 0.00%             | 2024-07-07      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5814693.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27140 | PA      | $23938.04     | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991778952.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1144 | PA      | $1145.39      | 0.00%             | 2025-02-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2289378.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4702 | PA      | $4680.54      | 0.00%             | 2026-12-22      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2296618.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        655 | PA      | $650.21       | 0.00%             | 2024-12-22      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16024812.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11160 | PA      | $11331.23     | 0.00%             | 2027-08-22      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295515.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13082 | PA      | $13004.37     | 0.00%             | 2026-12-21      | Fixed         | 24.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 158336156.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2699 | PA      | $2646.66      | 0.00%             | 2032-09-23      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5816727.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        451 | PA      | $427.47       | 0.00%             | 2024-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298737.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4310 | PA      | $4254.34      | 0.00%             | 2026-12-22      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13724215.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42223 | PA      | $42911.14     | 0.00%             | 2027-05-28      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2426553.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5533 | PA      | $5482.71      | 0.00%             | 2027-01-13      | Fixed         | 14.04%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 152166562.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5502 | PA      | $5341.00      | 0.00%             | 2024-06-10      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2594995.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24666 | PA      | $24477.66     | 0.00%             | 2027-02-10      | Fixed         | 9.66%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2436112.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3082 | PA      | $3061.68      | 0.00%             | 2027-01-18      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5589223.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1846 | PA      | $1396.87      | 0.00%             | 2023-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811127.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1541 | PA      | $1565.72      | 0.00%             | 2024-02-15      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6270582.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9202 | PA      | $8507.26      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4654724.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        439 | PA      | $109.71       | 0.00%             | 2023-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2405416.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2418 | PA      | $2386.36      | 0.00%             | 2025-01-13      | Fixed         | 12.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6246292.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      58326 | PA      | $55029.93     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5163731.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9667 | PA      | $8269.96      | 0.00%             | 2023-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6170049.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7888 | PA      | $7546.19      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5321198.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        311 | PA      | $276.03       | 0.00%             | 2023-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5989440.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4400 | PA      | $4229.05      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2096571.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2553 | PA      | $2541.14      | 0.00%             | 2026-11-22      | Fixed         | 21.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991849202.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        379 | PA      | $398.50       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6355005.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35229 | PA      | $32800.82     | 0.00%             | 2024-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2603338.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11336 | PA      | $11190.22     | 0.00%             | 2025-02-10      | Fixed         | 15.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5945603.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3211 | PA      | $3019.67      | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14138938.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15199 | PA      | $15432.86     | 0.00%             | 2027-06-17      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11612708.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14135 | PA      | $14049.91     | 0.00%             | 2027-02-04      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4878243.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2187 | PA      | $1661.84      | 0.00%             | 2023-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991855248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        308 | PA      | $314.47       | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 142789084.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2961 | PA      | $2917.41      | 0.00%             | 2023-10-30      | Fixed         | 10.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6213304.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3991 | PA      | $3786.84      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4562488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        564 | PA      | $401.57       | 0.00%             | 2023-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Homes 4 Rent Trust                                                        | American Homes 4 Rent Trust, Series 2014-SFR3, Class A                             | CUSIP: 02665XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     687258 | PA      | $670875.96    | 0.03%             | 2036-12-17      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 150551318.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12487 | PA      | $12396.47     | 0.00%             | 2024-09-29      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4956138.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        608 | PA      | $567.20       | 0.00%             | 2023-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14613251.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8077 | PA      | $8129.96      | 0.00%             | 2025-05-25      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6147426.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5685 | PA      | $5100.24      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6251637.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15259 | PA      | $14401.34     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5803238.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2328 | PA      | $2246.37      | 0.00%             | 2024-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991823964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        115 | PA      | $8.09         | 0.00%             | 2025-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991807185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         70 | PA      | $72.43        | 0.00%             | 2025-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173987.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4584 | PA      | $4038.86      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809238.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        177 | PA      | $177.17       | 0.00%             | 2025-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14094552.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31698 | PA      | $31514.48     | 0.00%             | 2025-05-03      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5251204.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        472 | PA      | $433.33       | 0.00%             | 2023-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6278058.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12140 | PA      | $11399.10     | 0.00%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2293291.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2219 | PA      | $2194.44      | 0.00%             | 2026-12-21      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991784739.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1922 | PA      | $1961.99      | 0.00%             | 2025-02-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616193.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1312 | PA      | $1294.20      | 0.00%             | 2027-02-14      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13848454.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10256 | PA      | $10385.03     | 0.00%             | 2027-05-21      | Fixed         | 16.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991839021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        144 | PA      | $141.72       | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6196936.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1232 | PA      | $1081.22      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6255909.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1011 | PA      | $915.65       | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047192.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8414 | PA      | $8349.22      | 0.00%             | 2027-04-15      | Fixed         | 26.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6226978.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2422 | PA      | $2305.98      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2602759.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9693 | PA      | $9585.47      | 0.00%             | 2025-02-10      | Fixed         | 17.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5333764.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6451 | PA      | $6267.58      | 0.00%             | 2023-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5846114.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6992 | PA      | $5323.81      | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-12293217.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21841 | PA      | $21830.06     | 0.00%             | 2027-02-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15050243.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8555 | PA      | $8629.93      | 0.00%             | 2025-07-26      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616861.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4523 | PA      | $2684.94      | 0.00%             | 2027-02-14      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298269.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13385 | PA      | $13263.10     | 0.00%             | 2024-12-22      | Fixed         | 8.91%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6035165.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1170 | PA      | $1057.77      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1702114.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2154 | PA      | $2074.56      | 0.00%             | 2025-01-25      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6175042.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26064 | PA      | $24710.75     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1691013.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7038 | PA      | $6824.91      | 0.00%             | 2024-12-23      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2298127.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1449 | PA      | $1439.94      | 0.00%             | 2025-05-22      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15015830.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8677 | PA      | $8614.48      | 0.00%             | 2025-07-22      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15601576.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6158 | PA      | $6217.97      | 0.00%             | 2024-07-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14169390.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21577 | PA      | $21588.25     | 0.00%             | 2027-04-30      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424344.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        882 | PA      | $875.99       | 0.00%             | 2027-01-13      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2428510.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7970 | PA      | $7879.81      | 0.00%             | 2025-06-13      | Fixed         | 11.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5744682.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3412 | PA      | $3198.34      | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-13767438.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30959 | PA      | $31485.04     | 0.00%             | 2026-07-25      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6183874.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1136 | PA      | $1084.72      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2613747.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8892 | PA      | $8813.24      | 0.00%             | 2027-02-11      | Fixed         | 23.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6065919.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1628 | PA      | $1538.85      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6048564.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2350 | PA      | $1721.80      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6024680.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4584 | PA      | $4454.34      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2430909.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1847 | PA      | $1822.41      | 0.00%             | 2025-01-14      | Fixed         | 27.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4516974.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         88 | PA      | $56.33        | 0.00%             | 2023-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2950134.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1355 | PA      | $1334.16      | 0.00%             | 2027-04-14      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6140154.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1717 | PA      | $1616.78      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6141802.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1653 | PA      | $1182.87      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6280040.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7699 | PA      | $7203.11      | 0.00%             | 2024-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2095701.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        969 | PA      | $966.86       | 0.00%             | 2026-11-22      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2950554.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3559 | PA      | $2133.74      | 0.00%             | 2027-04-14      | Fixed         | 30.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2616590.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22289 | PA      | $22113.08     | 0.00%             | 2027-02-14      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2610647.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6960 | PA      | $6892.91      | 0.00%             | 2027-02-11      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5962689.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1190 | PA      | $1120.11      | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14118175.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14541 | PA      | $14743.10     | 0.00%             | 2025-06-19      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                   | MPT Operating Partnership LP / MPT Finance Corp.                                   | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6900000 | PA      | $5841264.00   | 0.23%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295082.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        893 | PA      | $887.83       | 0.00%             | 2026-12-21      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806948.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        143 | PA      | $150.17       | 0.00%             | 2025-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1695325.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7242 | PA      | $6994.32      | 0.00%             | 2025-01-14      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14914496.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36567 | PA      | $37106.04     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5583166.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4899 | PA      | $4672.45      | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                    | Citigroup, Inc.                                                                    | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6235000.33   | 0.24%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Korea East-West Power Co. Ltd.                                                     | Korea East-West Power Co. Ltd.                                                     | CUSIP: 5006EPAL5<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |    4700000 | PA      | $4562259.97   | 0.18%             | 2025-05-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1674899.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17136 | PA      | $16555.57     | 0.00%             | 2024-12-20      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2437834.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9658 | PA      | $9517.09      | 0.00%             | 2027-01-18      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 154797502.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6438 | PA      | $6189.45      | 0.00%             | 2024-11-09      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14927595.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8658 | PA      | $8707.60      | 0.00%             | 2025-07-21      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610552.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3580 | PA      | $3548.90      | 0.00%             | 2027-02-11      | Fixed         | 24.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5382702.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        189 | PA      | $180.37       | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6032568.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1540 | PA      | $1503.66      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4987853.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        667 | PA      | $648.11       | 0.00%             | 2023-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2423259.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17683 | PA      | $4753.95      | 0.00%             | 2027-01-13      | Fixed         | 16.37%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16947974.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16521 | PA      | $16631.39     | 0.00%             | 2026-09-06      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                         | LendingClub Corp. - LCX PM, 188573063.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22874 | PA      | $2664.53      | 0.00%             | 2027-05-04      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991809954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        600 | PA      | $41.29        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5600442.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        628 | PA      | $586.14       | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2610553.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4298 | PA      | $4253.82      | 0.00%             | 2025-02-11      | Fixed         | 7.05%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 148318987.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4395 | PA      | $766.53       | 0.00%             | 2024-03-07      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5964050.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1533 | PA      | $1483.98      | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432748.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2847 | PA      | $2830.53      | 0.00%             | 2027-06-14      | Fixed         | 28.28%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1722456.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4057 | PA      | $3890.25      | 0.00%             | 2025-02-16      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                               | JPMorgan Chase & Co.                                                               | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5306839.42   | 0.21%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2432090.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5508 | PA      | $5458.46      | 0.00%             | 2027-01-14      | Fixed         | 12.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991847323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        114 | PA      | $117.73       | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2424670.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7815 | PA      | $7770.69      | 0.00%             | 2027-01-13      | Fixed         | 5.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6142896.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5884 | PA      | $5534.83      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15580065.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14214 | PA      | $14080.92     | 0.00%             | 2027-08-07      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14301553.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17106 | PA      | $16978.13     | 0.00%             | 2027-06-16      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5852732.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6024 | PA      | $4422.65      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6259771.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20568 | PA      | $18964.39     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4821196.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6071 | PA      | $4224.75      | 0.00%             | 2023-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5303747.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        517 | PA      | $505.16       | 0.00%             | 2023-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4581555.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12644 | PA      | $4079.33      | 0.00%             | 2023-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991846898.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        646 | PA      | $1.87         | 0.00%             | 2025-02-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2617024.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3886 | PA      | $3827.89      | 0.00%             | 2025-02-14      | Fixed         | 28.53%                | No            |                  3 | On Loan: No      |
| BP Capital Markets America, Inc.                                                   | BP Capital Markets America, Inc.                                                   | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6814950.59   | 0.26%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6302866.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5038 | PA      | $4654.74      | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4955815.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        701 | PA      | $363.56       | 0.00%             | 2023-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6173433.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8106 | PA      | $7695.12      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5134488.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1144 | PA      | $273.10       | 0.00%             | 2023-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5324402.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1683 | PA      | $1653.34      | 0.00%             | 2023-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6268566.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5921 | PA      | $5527.65      | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5744789.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15889 | PA      | $15460.83     | 0.00%             | 2024-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991777956.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        656 | PA      | $-9.47        | -0.00%            | 2025-02-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991850559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        258 | PA      | $265.04       | 0.00%             | 2025-02-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2942764.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11964 | PA      | $11856.30     | 0.00%             | 2027-04-14      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991841722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         99 | PA      | $12.46        | 0.00%             | 2025-02-14      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1724112.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15244 | PA      | $14735.39     | 0.00%             | 2027-02-25      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                                       | GS Mortgage Securities Trust, Series 2016-GS3, Class A4                            | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $558111.36    | 0.02%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14176550.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30298 | PA      | $30805.12     | 0.00%             | 2026-06-18      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991806791.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        153 | PA      | $150.47       | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14688218.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23082 | PA      | $23481.24     | 0.00%             | 2027-07-22      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2430801.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1433 | PA      | $210.94       | 0.00%             | 2027-01-14      | Fixed         | 25.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5913320.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3596 | PA      | $3127.36      | 0.00%             | 2024-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14844069.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25842 | PA      | $26084.61     | 0.00%             | 2027-07-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4873083.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9479 | PA      | $1899.97      | 0.00%             | 2023-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14194451.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7486 | PA      | $7494.23      | 0.00%             | 2027-06-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5900851.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4296 | PA      | $4157.97      | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6301266.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      56398 | PA      | $52466.82     | 0.00%             | 2024-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2435424.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4180 | PA      | $4141.07      | 0.00%             | 2027-01-14      | Fixed         | 10.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2436781.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6981 | PA      | $6917.41      | 0.00%             | 2025-01-18      | Fixed         | 9.67%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5662108.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6816 | PA      | $2558.46      | 0.00%             | 2024-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2575001.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1883 | PA      | $546.15       | 0.00%             | 2027-02-11      | Fixed         | 28.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16637613.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13391 | PA      | $13475.12     | 0.00%             | 2027-08-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4669203.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        371 | PA      | $78.77        | 0.00%             | 2023-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5976566.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        594 | PA      | $551.47       | 0.00%             | 2024-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2295248.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3391 | PA      | $3371.82      | 0.00%             | 2026-12-21      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6174099.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1527 | PA      | $1456.91      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 162565626.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2425 | PA      | $2371.89      | 0.00%             | 2032-12-27      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991854632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        375 | PA      | $383.10       | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5502908.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6820 | PA      | $4598.53      | 0.00%             | 2023-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11942190.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11090 | PA      | $11134.07     | 0.00%             | 2027-02-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2296884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8268 | PA      | $8195.79      | 0.00%             | 2026-12-22      | Fixed         | 10.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5581208.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        423 | PA      | $414.26       | 0.00%             | 2023-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14192022.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7498 | PA      | $7586.64      | 0.00%             | 2024-06-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 22724262.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12566 | PA      | $13390.37     | 0.00%             | 2024-09-17      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6034996.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7923 | PA      | $6925.47      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991854398.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        369 | PA      | $375.93       | 0.00%             | 2025-02-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2616160.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1395 | PA      | $1380.00      | 0.00%             | 2025-02-14      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2049297.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1660 | PA      | $1644.22      | 0.00%             | 2026-11-15      | Fixed         | 15.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2615540.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5304 | PA      | $5218.05      | 0.00%             | 2027-02-11      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991811679.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         32 | PA      | $12.73        | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW1887676.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2695 | PA      | $190.03       | 0.00%             | 2026-10-20      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2612096.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1791 | PA      | $1775.94      | 0.00%             | 2027-02-11      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6126363.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5323 | PA      | $4401.78      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4601418.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4582 | PA      | $1732.24      | 0.00%             | 2023-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5853025.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3702 | PA      | $3579.91      | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6155562.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2325 | PA      | $2201.75      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2295502.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8760 | PA      | $8312.22      | 0.00%             | 2026-12-21      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6016597.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2849 | PA      | $2743.51      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6064174.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      71945 | PA      | $68788.84     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2428799.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10643 | PA      | $10581.43     | 0.00%             | 2027-01-13      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1720876.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16183 | PA      | $15449.67     | 0.00%             | 2027-02-28      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6161169.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2746 | PA      | $1945.68      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6265265.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2350 | PA      | $2129.64      | 0.00%             | 2024-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-15578534.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28618 | PA      | $29013.17     | 0.00%             | 2027-08-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6059314.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12706 | PA      | $11597.48     | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5955715.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5819 | PA      | $5536.29      | 0.00%             | 2024-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5950381.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11219 | PA      | $10755.29     | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1715575.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8604 | PA      | $8189.92      | 0.00%             | 2027-02-15      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5586264.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9448 | PA      | $9021.68      | 0.00%             | 2023-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991830158.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         79 | PA      | $58.61        | 0.00%             | 2025-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1709807.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15618 | PA      | $14887.72     | 0.00%             | 2027-02-16      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6005933.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        747 | PA      | $706.05       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                  | LendingClub Corp., 145710063.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5558 | PA      | $5453.25      | 0.00%             | 2024-01-03      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1717607.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6056 | PA      | $6018.42      | 0.00%             | 2024-09-15      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5837986.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1487 | PA      | $1447.00      | 0.00%             | 2024-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1708013.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5112 | PA      | $4930.95      | 0.00%             | 2025-02-15      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5889269.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2055 | PA      | $1658.14      | 0.00%             | 2024-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6022461.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        806 | PA      | $724.04       | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2293923.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3959 | PA      | $3908.25      | 0.00%             | 2026-12-21      | Fixed         | 16.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1715151.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1303 | PA      | $1291.03      | 0.00%             | 2024-09-15      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2433653.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5863 | PA      | $5805.18      | 0.00%             | 2025-01-14      | Fixed         | 7.07%                 | No            |                  3 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                  | Manufacturers & Traders Trust Co.                                                  | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $8038306.01   | 0.31%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6195469.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4579 | PA      | $3784.39      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6170990.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5143 | PA      | $4825.37      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5235135.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1502 | PA      | $1393.97      | 0.00%             | 2023-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-11942701.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27879 | PA      | $28120.96     | 0.00%             | 2025-01-08      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1711007.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14758 | PA      | $14077.14     | 0.00%             | 2027-02-18      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Fiserv, Inc.                                                                       | Fiserv, Inc.                                                                       | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4734758.96   | 0.18%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L1886707.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20561 | PA      | $20318.66     | 0.00%             | 2026-10-20      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2611798.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7945 | PA      | $7879.51      | 0.00%             | 2027-07-11      | Fixed         | 31.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6137296.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4384 | PA      | $4113.26      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                               | FNMA                                                                               | CUSIP: 31416BLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1858 | PA      | $1838.55      | 0.00%             | 2038-10-01      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6308849.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6072 | PA      | $5643.94      | 0.00%             | 2024-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6146549.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10512 | PA      | $10033.84     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6250884.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12888 | PA      | $12340.39     | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6142877.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        774 | PA      | $727.79       | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6162241.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9464 | PA      | $8881.69      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991821673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         45 | PA      | $46.06        | 0.00%             | 2025-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| General Dynamics Corp.                                                             | General Dynamics Corp.                                                             | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3902396.64   | 0.15%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6320298.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        733 | PA      | $679.64       | 0.00%             | 2024-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-16085008.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17330 | PA      | $17479.46     | 0.00%             | 2026-07-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14883847.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6918 | PA      | $6989.08      | 0.00%             | 2027-07-06      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5978361.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        838 | PA      | $815.64       | 0.00%             | 2024-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991804021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          6 | PA      | $3.25         | 0.00%             | 2028-02-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                            | LendingClub Corp. - LCX, 156777322.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5103 | PA      | $4994.03      | 0.00%             | 2024-09-09      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991797856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         79 | PA      | $78.44        | 0.00%             | 2025-02-12      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                      | Upgrade, Inc., 24350329.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6354 | PA      | $6724.09      | 0.00%             | 2024-11-29      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6244129.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44446 | PA      | $42275.41     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                | Prosper Funding LLC, 1649773.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5060 | PA      | $4884.14      | 0.00%             | 2024-11-21      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 6235797.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5020 | PA      | $4136.51      | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5849861.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2897 | PA      | $2776.66      | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4438563.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14155 | PA      | $2474.97      | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5707356.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12321 | PA      | $11903.34     | 0.00%             | 2024-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                             | Freedom Financial Asset Management LLC, APP-14522661.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23881 | PA      | $24170.44     | 0.00%             | 2026-07-10      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                             | UGCard, 991856774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        136 | PA      | $37.94        | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 5245623.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4047 | PA      | $2313.29      | 0.00%             | 2023-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2298178.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3995 | PA      | $3958.44      | 0.00%             | 2024-12-22      | Fixed         | 7.89%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                        | Block, Inc., 4942412.SQ.FTS.B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13011 | PA      | $3651.21      | 0.00%             | 2023-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., FW2297812.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4154 | PA      | $3949.57      | 0.00%             | 2026-12-22      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                              | Upstart Network, Inc., L2047243.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14860 | PA      | $14710.90     | 0.00%             | 2026-11-15      | Fixed         | 14.23%                | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

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

**Signature:** Ryan Wheeler

**Name of Signer:** Ryan Wheeler

**Title:** Assistant Treasurer